Abstract
We study the asymptotics as $t \to 0$ of the transition density of a class of $\mu$-symmetric diffusions in the case when the measure $\mu$ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the unit cube.
Citation
Martin Barlow. Takashi Kumagai. "Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures." Electron. J. Probab. 6 1 - 23, 2001. https://doi.org/10.1214/EJP.v6-82
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