SMALL TIME ASYMPTOTICS FOR BROWNIAN MOTION WITH SINGULAR DRIFT
| Affiliation auteurs | !!!! Error affiliation !!!! |
| Titre | SMALL TIME ASYMPTOTICS FOR BROWNIAN MOTION WITH SINGULAR DRIFT |
| Type de publication | Journal Article |
| Year of Publication | 2019 |
| Auteurs | Chen Z-Q, Fang S, Zhang T |
| Journal | PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY |
| Volume | 147 |
| Pagination | 3567-3578 |
| Date Published | AUG |
| Type of Article | Article |
| ISSN | 0002-9939 |
| Mots-clés | Heat kernel, Kato class measure, small time asymptotics, small time large deviation |
| Résumé | We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on R-d with d >= 3 whose infinitesimal generator is 1/2 Delta + mu center dot del, where each mu(i) of mu = (mu(1), . . . , mu(d)) is a measure in some suitable Kato class. |
| DOI | 10.1090/proc/14511 |