A large deviation result for a class of Dirichlet processes

DOI10.1007/BF01375827MaRDI QIDQ1346974zbMATH OpenOpenAlexFDO

Authors Weian Zheng

Publication date 30 March 1995

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01375827

zbMATH Keywords

diffusion processlarge deviation problem

Mathematics Subject Classification ID

Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65) Large deviations (60F10) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
• Diffusion processes in a small time interval
• Estimates on the Fundamental Solution to Heat Flows With Uniformly Elliptic Coefficients
• scientific article; zbMATH DE number 4067994 (Why is no real title available?)
• scientific article; zbMATH DE number 4107877 (Why is no real title available?)
• scientific article; zbMATH DE number 194234 (Why is no real title available?)
• Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator
• On reflecting diffusion processes and Skorokhod decompositions
• Upper bounds for symmetric Markov transition functions

Cited in

(7)

• The I-function for diffusion processes with boundaries
• Large deviations for symmetric diffusion processes
• Asymptotic properties for Dirichlet processes indexed by a class of functions
• Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
• Is a diffusion process determined by its intrinsic metric?
• scientific article; zbMATH DE number 3930032 (Why is no real title available?)
• Asymptotic behavior of Dirichlet process and related random measures

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