A large deviation result for a class of Dirichlet processes

DOI10.1007/BF01375827zbMath0813.60031OpenAlexW1966146470MaRDI QIDQ1346974

Wei An Zheng

Publication date: 30 March 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01375827

zbMATH Keywords

diffusion processlarge deviation problem

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Transition functions, generators and resolvents (60J35) Heat and other parabolic equation methods for PDEs on manifolds (58J35)

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Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds ⋮ Is a diffusion process determined by its intrinsic metric?

Cites Work

• Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator
• Upper bounds for symmetric Markov transition functions
• A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
• On reflecting diffusion processes and Skorokhod decompositions
• Estimates on the Fundamental Solution to Heat Flows With Uniformly Elliptic Coefficients
• Diffusion processes in a small time interval
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