Time-changes of stochastic processes associated with resistance forms

Autor: Croydon, D. A., Hambly, B. M., Kumagai, T.
Rok vydání: 2016
Předmět:
Druh dokumentu: Working Paper
Popis: Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a corollary of this, we obtain the convergence of time-changed processes. Examples of our main results include scaling limits of Liouville Brownian motion, the Bouchaud trap model and the random conductance model on trees and self-similar fractals. For the latter two models, we show that under some assumptions the limiting process is a FIN diffusion on the relevant space.
Comment: 3 figures
Databáze: arXiv