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Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces

   
@article{ECP1510,
	author = {Terence Jegaraj},
	title = {Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {small time asymptotics, densities, Ornstein-Uhlenbeck, Hilbert space},
	abstract = {We show that Varadhan's small time asymptotics for densities of the solution of a stochastic differential equation in $\mathbb{R}^n$ carries over to a Hilbert space-valued Ornstein-Uhlenbeck process whose transition semigroup is strongly Feller and symmetric. In the Hilbert space setting, densities are with respect to a Gaussian invariant measure.},
	pages = {no. 53, 552-559},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1510},    
        url = {http://ecp.ejpecp.org/article/view/1510}}