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 dev...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.展开更多
文摘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.
