Small time asymptotics for Brownian motion with singular drift

DOI10.1090/proc/14511zbMath1447.60093arXiv1808.02326OpenAlexW2886364687MaRDI QIDQ5223187

Shizan Fang, Tu-Sheng Zhang, Zhen-Qing Chen

Publication date: 17 July 2019

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.02326

zbMATH Keywords

heat kernelsmall time asymptoticsKato class measuresmall time large deviation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Small time asymptotics for SPDEs with locally monotone coefficients

Cites Work

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• Diffusion processes in a small time interval

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