{
  "id": "1808.02326",
  "version": "v1",
  "published": "2018-08-07T12:42:27.000Z",
  "updated": "2018-08-07T12:42:27.000Z",
  "title": "Small time asymptotics for Brownian motion with singular drift",
  "authors": [
    "Zhen-Qing Chen",
    "Shizan Fang",
    "Tusheng Zhang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-08-07T12:42:27.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "93E20",
      "35R60"
    ],
    "keywords": [
      "small time asymptotics",
      "brownian motion",
      "singular drift",
      "small time large deviation principle",
      "varadhan type asymptotics"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}