scientific article; zbMATH DE number 1341731
The paper is a mere announcement of the author's results, jointly with S. Fang, on small-time behaviour of diffusion processes on Hilbert spaces. Several sets of assumptions implying that \(\lim_{t\to 0} 2t\log P(X_0\in B, X_{t}\in C) = - d^2(B,C)\), where \(d\) is an intrinsic metric between two Borel sets \(B\), \(C\) determined by the Dirichlet form associated with the diffusion process \(X\), are discussed. The reader may consult a paper by \textit{S. Fang} and the author [Probab. Theory Relat. Fields 114, No. 4, 487-504 (1999; Zbl 0932.60071)] for proofs in the case when \(X\) is an Ornstein-Uhlenbeck process, \(d X_{t} = dW_{t} - \frac 12 AX_{t} dt\), and a forthcoming paper by \textit{T. Zhang} [Ann. Probab.] for the case of more general processes \(X\). For the entire collection see [Zbl 0918.00026].
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