Small time asymptotics for Brownian motion with singular drift
Probability
2018-08-08 v1
Abstract
We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on with whose infinitesimal generator is , where each of is a measure in some suitable Kato class.
Keywords
Cite
@article{arxiv.1808.02326,
title = {Small time asymptotics for Brownian motion with singular drift},
author = {Zhen-Qing Chen and Shizan Fang and Tusheng Zhang},
journal= {arXiv preprint arXiv:1808.02326},
year = {2018}
}