Small time asymptotics for brownian motion with singular drift

Zhen Qing Chen; Shizan Fang; Tusheng Zhang

doi:10.1090/proc/14511

Small time asymptotics for brownian motion with singular drift

Zhen Qing Chen, Shizan Fang, Tusheng Zhang

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on Rd with d ≥3 whose infinitesimal generator is 1 2Δ+μ ∇, where each μi of μ = (μ1, . ,μd) is a measure in some suitable Kato class.

Original language	English
Pages (from-to)	3567-3578
Number of pages	12
Journal	Proceedings of the American Mathematical Society
Volume	147
Issue number	8
DOIs	https://doi.org/10.1090/proc/14511
Publication status	Published - 2019

Keywords

Heat kernel
Kato class measure
Small time asymptotics
Small time large deviation

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10.1090/proc/14511

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Chen, Z. Q., Fang, S., & Zhang, T. (2019). Small time asymptotics for brownian motion with singular drift. Proceedings of the American Mathematical Society, 147(8), 3567-3578. https://doi.org/10.1090/proc/14511

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abstract = "We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on Rd with d ≥3 whose infinitesimal generator is 1 2Δ+μ ∇, where each μi of μ = (μ1, . ,μd) is a measure in some suitable Kato class.",

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AU - Fang, Shizan

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AB - We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on Rd with d ≥3 whose infinitesimal generator is 1 2Δ+μ ∇, where each μi of μ = (μ1, . ,μd) is a measure in some suitable Kato class.

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KW - Small time large deviation

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Small time asymptotics for brownian motion with singular drift

Abstract

Keywords

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