Martingale dimensions for fractals
Hino, Masanori
Ann. Probab., Tome 36 (2008) no. 1, p. 971-991 / Harvested from Project Euclid
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We 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].
Publié le : 2008-05-15
Classification:  Martingale dimension,  Davis–Varaiya invariant,  multiplicity of filtration,  fractals,  self-similar sets,  Dirichlet forms,  60J60,  28A80,  31C25,  60G44 
@article{1207749087,
     author = {Hino, Masanori},
     title = {Martingale dimensions for fractals},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 971-991},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1207749087}
}

Hino, Masanori. Martingale dimensions for fractals. Ann. Probab., Tome 36 (2008) no. 1, pp.  971-991. http://gdmltest.u-ga.fr/item/1207749087/