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Martingale dimensions for a class of metric measure spaces

2025/11/13 by Masanori Hino, Hino, Masanori
Mathematics · #28A80 #31E05 #60G44 #60J46 #60J60 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2511.09930

openalex publication_date 2025/11/13 · openalex created_date 2025/11/15 · openalex updated_date 2026/07/28

Abstract

We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on self-similarity, our argument is based instead on purely analytic balance conditions between energy measures and relative capacities. Under this localized analytic condition, we prove that the AF-martingale dimension collapses to one, thereby indicating that the intrinsic stochastic structure remains effectively one-dimensional even on highly irregular or inhomogeneous spaces. As a key technical ingredient, our proof employs a simultaneous blow-up and push-forward scheme for harmonic functions and their energy measures, allowing us to control the limiting behavior across scales without invoking heat kernel bounds or explicit geometric models. The main theorem is applied in particular to inhomogeneous Sierpinski gaskets, which do not possess self-similarity or uniform geometric structure. Our method provides a general analytic perspective that can be used to study the one-dimensional probabilistic structure of diffusions through martingale additive functionals.

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