Moderate deviations and functional LIL for super-Brownian motion

Alexander Schied

Stochastic Processes and their Applications, 1997, vol. 72, issue 1, 11-25

Abstract: A moderate deviation principle and a Strassen-type law of the iterated logarithm for the small-time propagation of super-Brownian motion are derived. Moderate deviation estimates which are uniform with respect to the starting point are developed in order to prove the law of the iterated logarithm. Our method also yields a functional central limit theorem.

Keywords: Moderate; deviations; Strassen; type; law; of; the; iterated; logarithm; Holder; space; Orlicz; space; Uniform; large; deviations; Functional; central; limit; theorem (search for similar items in EconPapers)
Date: 1997
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