LARGE DEVIATIONS FOR SYMMETRIC DIFFUSION PROCESSES

Let a(x)=(a_(ij)(x)) be a uniformly continuous, symmetric and matrix-valued function satisfying uniformly elliptic condition, p(t, x, y) be the transition density function of the diffusion process associated with the Diriehlet space (, H_0~1 (R~d)), where(u, v)=1/2 integral from n=R~d sum from i=j to d(u(x)/x_i v(x)/x_ja_(ij)(x)dx).Then by using the sharpened Arouson's estimates established by D. W. Stroock, it is shown that2t ln p(t, x, y)=-d~2(x, y).Moreover, it is proved that P_y~6 has large deviation property with rate functionI(ω)=1/2 integral from n=0 to 1<(t), α~(-1)(ω(t)),(t)>dtas s→0 and y→x, where P_y~6 denotes the diffusion measure family associated with the Dirichlet form (ε, H_0~1(R~d)).     

小时间区间中的条件扩散过程

本文讨论具有一致连续系数条件扩散过程的大偏差性质。设X(t)是具有Dirichlet空间(ξ、H_0~1(P_0~d))的扩散过程,其中 ξ(f,g)=1/2 integral from n=R~d to (〈▽f,▽g〉(x)dx)。 P_a~e是过程x_6(t)=x(∈t)满足条件x_6(0)=x,x_6(1)=y的律。那么当∈→0时,(P_(?)~(?),y)具有大偏差性质,且具有速率函数 J_(x,y)(ω)=1/2 integral from n=0 to 1(〈(?)(t),a(-1)(ω(t)),(?)(t)〉dt-1/2 d~2(x,y)。     

Diffusion processes on complete riemannian manifolds

ＤＩＦＦＵＳＩＯＮＰＲＯＣＥＳＳＥＳＯＮＣＯＭＰＬＥＴＥＲＩＥＭＡＮＮＩＡＮＭＡＮＩＦＯＬＤＳＱＩＡＮＺＨＯＮＧＭＩＮ（钱忠民）（ＤｅｐａｒｔｍｅｎｔｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ,ＳｈａｎｇｈａｉＩｎｓｔｉｔｕｔｅｏｆＲａｉｌｗａｙＴｅｃ...     

ARONSON'S ESTIMATES AND CONDITIONAL DIFFUSION PROCESSES

ＡＲＯＮＳＯＮ＇ＳＥＳＴＩＭＡＴＥＳＡＮＤＣＯＮＤＩＴＩＯＮＡＬＤＩＦＦＵＳＩＯＮＰＲＯＣＥＳＳＥＳＱＩＡＮＺＨＯＮＧＭＩＮ（钱忠民）ＷＥＩＧＵＯＱＩＡＮＧ（魏国强）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃａｌＳｔａｔｉｓｔｉｃｓ，ＥａｓｔＣｈ...