| ARONSON'S ESTIMATES AND CONDITIONAL DIFFUSION PROCESSES |
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| 作者姓名： | 钱忠民 魏国强 |
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| 作者单位： | Department of Mathematical Statistics，East China Normal University，Shanghai 200062，China |
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| 摘 要： | ＡＲＯＮＳＯＮ＇ＳＥＳＴＩＭＡＴＥＳＡＮＤＣＯＮＤＩＴＩＯＮＡＬＤＩＦＦＵＳＩＯＮＰＲＯＣＥＳＳＥＳＱＩＡＮＺＨＯＮＧＭＩＮ（钱忠民）ＷＥＩＧＵＯＱＩＡＮＧ（魏国强）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃａｌＳｔａｔｉｓｔｉｃｓ，ＥａｓｔＣｈ...
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| 收稿时间： | 17 September 1990 |
Aronson's estimates and conditional diffusion processes |
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| Zhongmin Qian,Guoqiang Wei.ARONSON'S ESTIMATES AND CONDITIONAL DIFFUSION PROCESSES[J].Acta Mathematicae Applicatae Sinica,1994,10(2):148-157. |
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| Authors: | Zhongmin Qian Guoqiang Wei |
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| Institution: | (1) Department of Mathematical Statistics, East China Normal University, 200062 Shanghai, China |
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| Abstract: | Using time reversal for diffusions and Aroson's estimates, we obtain several results on the compact properties of a conditional diffusion process in a small time interval. In particular, we establish the large deviation property for a conditional diffusion process. |
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| Keywords: | Diffusion process Aronson's estimate time reversed process large deviation |
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