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Acta Mathematicae Applicatae Sinica

, Volume 10, Issue 2, pp 148–157 | Cite as

Aronson's estimates and conditional diffusion processes

  • Qian Zhongmin 
  • Wei Guoqiang 
Article

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.

Key words

Diffusion process Aronson's estimate time reversed process large deviation 

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Copyright information

© Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A. 1994

Authors and Affiliations

  • Qian Zhongmin 
    • 1
  • Wei Guoqiang 
    • 1
  1. 1.Department of Mathematical StatisticsEast China Normal UniversityShanghaiChina

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