Large deviation principle for some measure-valued processes

Parisa Fatheddin and Jie Xiong

Stochastic Processes and their Applications, 2015, vol. 125, issue 3, 970-993

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 process.

Keywords: Large deviation principle; Stochastic partial differential equation; Fleming–Viot process; Super-Brownian motion (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:125:y:2015:i:3:p:970-993

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DOI: 10.1016/j.spa.2014.10.008

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