Transition density estimates for subordinated reflected Brownian motion on simple nested fractals

TL;DR

This paper establishes precise bounds for the transition density of subordinate reflected Brownian motion on fractals, advancing understanding of stochastic processes on complex geometric structures.

Contribution

It provides the first matching upper and lower bounds for the transition density of this specific stochastic process on fractals.

Findings

Established matching bounds for transition density

Enhanced understanding of stochastic processes on fractals

Contributed to mathematical analysis of subordinate reflected Brownian motion

Abstract

In this paper we prove matching upper and lower bounds for the transition density function of the subordinate reflected Brownian motion on fractals.