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

4 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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title = "Small time asymptotics for brownian motion with singular drift",

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 - Chen, Zhen Qing

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

UR - https://www.scopus.com/pages/publications/85073822943

U2 - 10.1090/proc/14511

DO - 10.1090/proc/14511

M3 - Article

AN - SCOPUS:85073822943

SN - 0002-9939

VL - 147

SP - 3567

EP - 3578

JO - Proceedings of the American Mathematical Society

JF - Proceedings of the American Mathematical Society

IS - 8

ER -

Small time asymptotics for brownian motion with singular drift

Abstract

Keywords

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