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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This project is supported in part by the National Natural Science Foundation of China.
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Qian, Z., Wei, G. Aronson's estimates and conditional diffusion processes. Acta Mathematicae Applicatae Sinica 10, 148–157 (1994). https://doi.org/10.1007/BF02006114
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DOI: https://doi.org/10.1007/BF02006114