On the small time asymptotics of diffusion processes on Hilbert spaces.
From MaRDI portal
Publication:1872140
DOI10.1214/aop/1019160252zbMath1044.60071OpenAlexW1549068595MaRDI QIDQ1872140
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1019160252
Dirichlet forms (31C25) Diffusion processes (60J60) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30)
Related Items (34)
On the small time large deviations of diffusion processes on configuration spaces. ⋮ Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold ⋮ Large deviations for stochastic nonlinear beam equations ⋮ Large deviations for SPDEs of jump type ⋮ Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples ⋮ The dynamics of the stochastic shadow Gierer-Meinhardt system ⋮ Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises ⋮ Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ On the small time asymptotics of scalar stochastic conservation laws ⋮ Large and moderate deviation principles for path-distribution-dependent stochastic differential equations ⋮ A small time large deviation principle for stochastic differential delay equations ⋮ On the small time asymptotics of quasilinear parabolic stochastic partial differential equations ⋮ Well-posedness and the small time large deviations of the stochastic integrable equation governing short-waves in a long-wave model ⋮ Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity ⋮ Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity ⋮ Small time asymptotics for stochastic evolution equations ⋮ Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise ⋮ Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles ⋮ Small-time Gaussian behavior of symmetric diffusion semigroups ⋮ Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise ⋮ Rademacher-type theorems and Sobolev-to-Lipschitz properties for strongly local Dirichlet spaces ⋮ Moderate deviations for stochastic models of two-dimensional second grade fluids ⋮ SMALL TIME ASYMPTOTICS FOR FLEMING–VIOT PROCESSES ⋮ Large deviations for stochastic tamed 3D Navier-Stokes equations ⋮ Large deviations for stochastic models of two-dimensional second grade fluids ⋮ The parabolic Harnack inequality for the time dependent Ginzburg-Landau type SPDE and its application ⋮ White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities ⋮ On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations ⋮ On the small time asymptotics of the dynamical \(\Phi_1^4\) model ⋮ Small time asymptotics for SPDEs with locally monotone coefficients ⋮ Large deviation principle for a space-time fractional stochastic heat equation with fractional noise ⋮ Small time asymptotics for Brownian motion with singular drift ⋮ A study of a class of stochastic differential equations with non-Lipschitzian coefficients
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Girsanov transform for symmetric diffusions with infinite dimensional state space
- Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
- Uniqueness of generalized Schrödinger operators and applications
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Gaussian measures in Banach spaces
- On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts
- Decomposition of Dirichlet processes and its applications
- Uniqueness of generalized Schrödinger operators. II
- Dirichlet forms and symmetric Markov processes
- Strict positivity for stochastic heat equations
- Logarithmic Sobolev inequalities and spectral gaps: Perturbation theory
- Mehler formula and capacities for infinite dimensional Ornstein-Uhlenbeck processes with general linear drift
- Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
- On a martingale method for symmetric diffusion processes and its applications
- Exponential estimates in exit probability for some diffusion processes in hilbert spaces
- Stochastic partial differential equations and filtering of diffusion processes
- Diffusion processes in a small time interval
- On the ornstein—uhlenbeck process
- An introduction to the theory of large deviations
- Stochastic Equations in Infinite Dimensions
This page was built for publication: On the small time asymptotics of diffusion processes on Hilbert spaces.