首页> 中文期刊> 《数学年刊B辑(英文版)》 >LARGE DEVIATIONS FOR SYMMETRIC DIFFUSION PROCESSES

LARGE DEVIATIONS FOR SYMMETRIC DIFFUSION PROCESSES

         

摘要

Let a(x)=(aij(x)) be a uniformly continuous, symmetric and matrix-valued function satisfying uniformly elliptic condition, p(t, x, y) be the transition density function of the diffusion process associated with the Diriehlet space (, H01 (Rd)), where(u, v)=1/2 integral from n=Rd sum from i=j to d(u(x)/xi v(x)/xjaij(x)dx).Then by using the sharpened Arouson’s estimates established by D. W. Stroock, it is shown that2t ln p(t, x, y)=-d2(x, y).Moreover, it is proved that Py6 has large deviation property with rate functionI(ω)=1/2 integral from n=0 to 1(t), α-1(ω(t)),(t)dtas s→0 and y→x, where Py6 denotes the diffusion measure family associated with the Dirichlet form (ε, H01(Rd)).

著录项

获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号