Abstract
We define analogues of Brownian motion on the triadic Cantor set by introducing a few natural requirements on the Markov semigroup. We give a detailed description of these symmetric self-similar processes and study their properties such as mixing and moment asymptotics.
Original language | English (US) |
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Article number | 0810.3260 |
Journal | arXiv |
State | Published - Oct 17 2008 |
Keywords
- math.PR
- 60G18;60J75;28A80