Martingale dimensions for fractals
classification
🧮 math.PR
keywords
dimensionsfractalsmartingaleaffirmativealwaysanswercanonicalclass
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We prove that the martingale dimensions for canonical diffusion processes on a class of self-similar sets including nested fractals are always one. This provides an affirmative answer to the conjecture of S. Kusuoka [Publ. Res. Inst. Math. Sci. 25 (1989) 659--680].
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