On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts

Authors
Fang, S Zhang, TS
Citation
S. Fang et Ts. Zhang, On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts, PROB TH REL, 114(4), 1999, pp. 487-504
Citations number
20
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
114
Issue
4
Year of publication
1999
Pages
487 - 504
Database
ISI
SICI code
0178-8051(199908)114:4<487:OTSTBO>2.0.ZU;2-G
Abstract
In this paper, we study the small time behavior of Ornstein-Ulenbeck proces ses with unbounded linear drifts on Hilbert spaces. The large deviations es timates are obtained. The general theory of Dirichlet forms, Lyons-Zheng's decompositions and the convolution representation of the processes play an important role.