Short Time Asymptotic Behaviour and Large Deviation for Brownian Motion on Some Affine Nested Fractals

Abstract

We study so called Varadhan type short time asymptotic estimates of heat kernels and Shilder type large deviation for Brownian motion on some affme nested fractals introduced in [7]. As a corollary to our approach, we obtain sharper estimates of heat kernels for a class of one dimensional diffusion processes studied in [8].