Abstract.
In this paper, we study the small time behavior of Ornstein–Ulenbeck processes with unbounded linear drifts on Hilbert spaces. The large deviations estimates are obtained. The general theory of Dirichlet forms, Lyons–Zheng′s decompositions and the convolution representation of the processes play an important role.
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Received: 12 February 1997 / Revised version: 27 November 1998
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Fang, S., Zhang, T. On the small time behavior of Ornstein–Uhlenbeck processes with unbounded linear drifts. Probab. Theory Relat. Fields 114, 487–504 (1999). https://doi.org/10.1007/s004400050232
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DOI: https://doi.org/10.1007/s004400050232