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Article Dans Une Revue Proceedings of the American Mathematical Society Année : 2019

Small time asymptotics for Brownian motion with singular drift

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Résumé

We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on $ \mathbb{R}^d$ with $ d\geq 3$ whose infinitesimal generator is $ \frac 12 \Delta + \mu \cdot \nabla $, where each $ \mu _i$ of $ \mu = (\mu _1, \ldots , \mu _d)$ is a measure in some suitable Kato class.

Dates et versions

hal-02316412 , version 1 (15-10-2019)

Identifiants

Citer

Zhen-Qing Chen, Shizan Fang, Tusheng Zhang. Small time asymptotics for Brownian motion with singular drift. Proceedings of the American Mathematical Society, 2019, 147 (8), pp.3567-3578. ⟨10.1090/proc/14511⟩. ⟨hal-02316412⟩
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