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Sai-Sai Yang

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Preprint Sep 2026

Small-time asymptotics of heat kernels of one-dimensional diffusions in a random environment

We establish the Varadhan small-time asymptotics for the quenched and annealed heat kernels of one-dimensional diffusions in a random environment with generator $\mathcal L_W f(x)=e^{-\rho(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $a$ and $\rho$ are continuous in space and satisfy a local exponential moment condition....

Yi-Duo Wang, Sai-Sai Yang, Tu-Sheng Zhang · 0 citations
Preprint Aug 2026

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-\rho(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{\rho(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random....

Yi-Duo Wang, Sai-Sai Yang, Tu-Sheng Zhang · 1 citation · ⚡1
Preprint Aug 2026

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-\rho(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{\rho(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random....

Yi-Duo Wang, Sai-Sai Yang, Tu-Sheng Zhang · 0 citations

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