Homogenization on nested fractals |
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Authors: | T Kumagai S Kusuoka |
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Institution: | (1) Graduate School of Polymathematics, Nagoya University, Chikusa-ku, 464-01 Nagoya, Japan;(2) Department of Mathematical Sciences, University of Tokyo, 7-3-1 Hongo, Tokyo 113, Japan |
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Abstract: | Summary We study the homogenization problem on nested fractals. LetX
t
be the continuous time Markov chain on the pre-nested fractal given by puttingi.i.d. random resistors on each cell. It is proved that under some conditions,
converges in law to a constant time change of the Brownian motion on the fractal asn![rarr](/content/v73561l3x816p324/xxlarge8594.gif) , where is the contraction rate andt
E
is a time scale constant. As the Brownian motion on fractals is not a semi-martingale, we need a different approach from the well-developed martingale method.Dedicated to Professor Masatoshi Fukushima on his 60th birthdayResearch partially supported by the Yukawa Foundation |
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Keywords: | 31C25 47A35 60J60 |
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