Hitting time bounds for Brownian motion on a fractal

Krebs, William B.

doi:10.1090/S0002-9939-1993-1116263-X

Hitting time bounds for Brownian motion on a fractal
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by William B. Krebs PDF

Proc. Amer. Math. Soc. 118 (1993), 223-232 Request permission

Abstract:

We calculate a bound on hitting times for Brownian motion defined on any nested fractal. We apply this bound to show that any such process is point recurrent. We then show that any diffusion on a nested fractal must have a transition density with respect to Hausdorff measure on the underlying fractal. We also prove that any Brownian motion on a nested fractal has a jointly continuous local time with a simple modulus of space-time continuity.

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