Martingale dimensions for fractals

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dc.creatorHino, Masanori
dc.date2007-11-14
dc.date.accessioned2026-07-07T09:33:36Z
dc.date.available2026-07-07T09:33:36Z
dc.descriptionWe prove that the martingale dimensions for canonical diffusion processes on a class of self-similar sets including nested fractals are always one. This provides an affirmative answer to the conjecture of S. Kusuoka [Publ. Res. Inst. Math. Sci. 25 (1989) 659--680].
dc.description22 pages, 1 figure
dc.identifierhttps://arxiv.org/abs/0711.2135
dc.identifierhttp://arxiv.org/abs/0711.2135
dc.identifierAnnals of Probability, Vol. 36, No. 3 (2008), 971-991
dc.identifierdoi:10.1214/07-AOP349
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/159189
dc.subjectProbability
dc.subject60J60; 28A80; 31C25; 60G44
dc.titleMartingale dimensions for fractals
dc.typetext

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