| Título: | Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces |
| Autores: | Jegaraj, Terence; University of New South Wales |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
small time asymptotics, densities, Ornstein-Uhlenbeck, Hilbert space 60F99; 60H15 |
| Descripción: | We show that Varadhan's small time asymptotics for densities of the solution of a stochastic differential equation in $\mathbb{R}^n$ carries over to a Hilbert space-valued Ornstein-Uhlenbeck process whose transition semigroup is strongly Feller and symmetric. In the Hilbert space setting, densities are with respect to a Gaussian invariant measure. |
| Idioma: | No aplica |
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