New large deviation results for some super-Brownian processes

Laurent Serlet

Stochastic Processes and their Applications, 2009, vol. 119, issue 5, 1696-1724

Abstract: We give large deviation results for the super-Brownian excursion conditioned to have unit mass or unit extinction time and for super-Brownian motion with constant non-positive drift. We use a representation of these processes by a path-valued process, the so-called Brownian snake for which we state large deviation principles.

Keywords: Super-Brownian; motion; Integrated; super-Brownian; excursion; Large; deviations; Brownian; snake; Schilder; theorem (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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