Large Deviation Principle for Some Measure-Valued Processes
Probability
2012-05-11 v2
Abstract
We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian motion and Fleming-Viot processes.
Cite
@article{arxiv.1204.3501,
title = {Large Deviation Principle for Some Measure-Valued Processes},
author = {Parisa Fatheddin and Jie Xiong},
journal= {arXiv preprint arXiv:1204.3501},
year = {2012}
}
Comments
21 pages