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arXiv · 1808.02326

Small time asymptotics for Brownian motion with singular drift

Zhen-Qing Chen·Shizan Fang·Tusheng Zhang
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Abstract

We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on $\bR^d$ with $d\geq 3$ whose infinitesimal generator is $\frac12 Δ+ μ\cdot \nabla$, where each $μ_i$ of $μ= (μ_1, \cdots, μ_d)$ is a measure in some suitable Kato class.

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Zhen-Qing Chen, Shizan Fang, Tusheng Zhang. 2018-08-07. Small time asymptotics for Brownian motion with singular drift. https://arxiv.org/abs/1808.02326

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