Moderate Deviation Principle for a Class of SPDEs
Probability
2016-11-04 v1
Abstract
We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and Fleming-Viot process.
Keywords
Cite
@article{arxiv.1409.2169,
title = {Moderate Deviation Principle for a Class of SPDEs},
author = {Parisa Fatheddin and Jie Xiong},
journal= {arXiv preprint arXiv:1409.2169},
year = {2016}
}