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      Upper estimate of martingale dimension for self-similar fractals

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          Abstract

          We study upper estimates of the martingale dimension \(d_m\) of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that \(d_m=1\) for natural diffusions on post-critically finite self-similar sets and that \(d_m\) is dominated by the spectral dimension for the Brownian motion on Sierpinski carpets.

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          On Square Integrable Martingales

          Theory of real and time continuous martingales has been developed recently by P. Meyer [8, 9]. Let be a square integrable martingale on a probability space P. He showed that there exists an increasing process ‹X›t such that
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            Function Spaces and Potential Theory

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              Dirichlet forms on fractals and products of random matrices

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                Author and article information

                Journal
                10.1007/s00440-012-0442-3
                1205.5617

                Probability
                Probability

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