English

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 \bRd\bR^d with d3d\geq 3 whose infinitesimal generator is 12Δ+μ\frac12 \Delta + \mu \cdot \nabla, where each μi\mu_i of μ=(μ1,,μd)\mu = (\mu_1, \cdots, \mu_d) 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}
}
R2 v1 2026-06-23T03:26:43.459Z