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arxiv: 1808.02326 · v1 · pith:G5UUIYMTnew · submitted 2018-08-07 · 🧮 math.PR

Small time asymptotics for Brownian motion with singular drift

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keywords asymptoticsbrowniandriftmotionsingularsmalltimecdot
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We establish a small time large deviation principle and a Varadhan type asymptotics for Brownian motion with singular drift on $\bR^d$ with $d\geq 3$ whose infinitesimal generator is $\frac12 \Delta + \mu \cdot \nabla$, where each $\mu_i$ of $\mu = (\mu_1, \cdots, \mu_d)$ is a measure in some suitable Kato class.

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