Small time asymptotics for brownian motion with singular drift

Zhen Qing Chen, Shizan Fang, Tusheng Zhang

科研成果: 期刊稿件文章同行评审

2 引用 (Scopus)

摘要

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.

源语言英语
页(从-至)3567-3578
页数12
期刊Proceedings of the American Mathematical Society
147
8
DOI
出版状态已出版 - 2019

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