Display Abstract

Title Dirichlet forms for a jump-diffusion process on Koch's snowflake

Name Christian Seifert
Country Germany
Email christian.seifert@tuhh.de
Co-Author(s) Uta Freiberg
Submit Time 2014-02-22 05:03:39
Session
Special Session 123: Fractals
Contents
We study Dirichlet forms subsets $\Omega$ of $\mathbb{R}^n$ describing diffusion processes. By introducing speed measures supported on subsets of $\Omega$ we obtain so-called singular diffusions. For the process this corresponds to a time change allowing for jumps. This setup yields an analytic description of a jump-diffusion process on Koch's snowflake.