Short time asymptotics of a certain infinite dimensional diffusion process
Consider on a Wiener space \((E,H,\gamma)\) the diffusion process \(X\) associated with the Dirichlet form \[ {\mathcal E}(u,v):=\int_E \langle A(x)Du(x),Du(x)\rangle_H\;d\gamma(x), \] where \(A\) is a measurable bounded map from \(E\) into \({\mathcal L}_s(H)\), satisfying some regularity conditions (continuity is unnecessary). Assume the Ricci curvature associated with \(\mathcal E\) bounded from below (for the lower estimate in the main result). The main result, in the spirit of Varadhan's finite-dimensional analogue, asserts that \[ \lim_{t\to 0} 4t P_\gamma(X_0\in B,X_t\in C)=-d(B,C)^2, \] where \(B\), \(C\) are non-\(\gamma\)-negligible Borel sets of \(E\), \(B\) or \(C\) is \(H\)-open, and \(d\) is some distance depending on \(A\). This generalizes a previous infinite-dimensional result by Fang. For the entire collection see [Zbl 0958.00033].
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