Publications of the Research Institute for Mathematical Sciences
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Short Time Asymptotic Behaviour and Large Deviation for Brownian Motion on Some Affine Nested Fractals
Takashi Kumagai (1)(1) Research Institute for Mathematical Sciences, Kyoto University, Kitashirakawa, Sakyo-ku, 606-8502, KYOTO, JAPAN
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 . As a corollary to our approach, we obtain sharper estimates of heat kernels for a class of one dimensional diffusion processes studied in .