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On the Small Time Asymptotics of Diffusion Processes on Path Groups

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Abstract

In this paper, we obtain the Varadhan type small time asymptotics for diffusion processes on path groups.

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Authors and Affiliations

  1. Department of Mathematical Science, Graduate School of Engineering Science, Osaka University, Toyonaka, 560-8531, Japan

    Shigeki Aida

  2. Faculty of Engineering, HSH, Bjornsonsgt 45, 5500, Haugesund, Norway

    Tusheng Zhang

Authors
  1. Shigeki Aida
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  2. Tusheng Zhang
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Aida, S., Zhang, T. On the Small Time Asymptotics of Diffusion Processes on Path Groups. Potential Analysis 16, 67–78 (2002). https://doi.org/10.1023/A:1024868720071

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