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- W2955187892 abstract "Stochastic analysis on fractals is, as one might expect, a subfield of analysis on fractals. An intuitive starting point is to observe that on many fractals, one can define diffusion processes whose law is in some sense invariant with respect to the symmetries and self-similarities of the fractal. These can be interpreted as fractal-valued counterparts of standard Brownian motion on Rd. One can study these diffusions directly, for example by computing heat kernel and hitting time estimates. On the other hand, by associating the infinitesimal generator of the fractal-valued diffusion with the Laplacian on Rd, it is possible to pose stochastic partial differential equations on the fractal such as the stochastic heat equation and stochastic wave equation. In this thesis we investigate a variety of questions concerning the properties of diffusions on fractals and the parabolic and hyperbolic SPDEs associated with them. Key results include an extension of Kolmogorov's continuity theorem to stochastic processes indexed by fractals, and existence and uniqueness of solutions to parabolic SPDEs on fractals with Lipschitz data." @default.
- W2955187892 created "2019-07-12" @default.
- W2955187892 creator A5033728665 @default.
- W2955187892 date "2018-01-01" @default.
- W2955187892 modified "2023-09-27" @default.
- W2955187892 title "Stochastic analysis and stochastic PDEs on fractals" @default.
- W2955187892 hasPublicationYear "2018" @default.
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