M. Olszewski

activity

20182026

most citedReflected Brownian motion on simple nested fractals

4 citations · 4 across the 5 of their papers we have counts for

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math.PR2018

Estimates of the transition densities for the reflected Brownian motion on simple nested fractals

Mariusz Olszewski

We give sharp two-sided estimates for the functions $g_{M} (t, x, y)$ and $g_{M} (t, x, y) - g (t, x, y)$ , where $g_{M} (t, x, y)$ are the transition probability densities of the reflected Brownian mo…

math.PR2018★ 4 cited

Reflected Brownian motion on simple nested fractals

Kamil Kaleta, Mariusz Olszewski, Katarzyna Pietruska-Pałuba

We prove the existence of the reflected diffusion on a complex of an arbitrary size for a large class of planar simple nested fractals. Such a process is obtained as a folding proj…