arXiv Analytics

Sign in

arXiv:1204.3501 [math.PR]AbstractReferencesReviewsResources

Large Deviation Principle for Some Measure-Valued Processes

Parisa Fatheddin, Jie Xiong

Published 2012-04-16, updated 2012-05-10Version 2

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.

Comments: 21 pages
Categories: math.PR
Subjects: 60F10, 60H15, 60J68
Related articles: Most relevant | Search more
arXiv:1203.6821 [math.PR] (Published 2012-03-30)
Large deviations for invariant measures of SPDEs with two reflecting walls
arXiv:1404.1205 [math.PR] (Published 2014-04-04)
Large deviation principle for the empirical degree measure of preferential attachment random graphs
arXiv:math/0702049 [math.PR] (Published 2007-02-02)
A large deviation principle in Hölder norm for multiple fractional integrals

Links

Toolbox