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

数学学院

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
卷	147
期	8
DOI	https://doi.org/10.1090/proc/14511
出版状态	已出版 - 2019

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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.",

keywords = "Heat kernel, Kato class measure, Small time asymptotics, Small time large deviation",

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AU - Fang, Shizan

AU - Zhang, Tusheng

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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.

KW - Heat kernel

KW - Kato class measure

KW - Small time asymptotics

KW - Small time large deviation

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Small time asymptotics for brownian motion with singular drift

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