{
  "id": "1204.3501",
  "version": "v2",
  "published": "2012-04-16T14:36:29.000Z",
  "updated": "2012-05-10T15:06:07.000Z",
  "title": "Large Deviation Principle for Some Measure-Valued Processes",
  "authors": [
    "Parisa Fatheddin",
    "Jie Xiong"
  ],
  "comment": "21 pages",
  "categories": [
    "math.PR"
  ],
  "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 processes.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2012-05-10T15:06:07.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60H15",
      "60J68"
    ],
    "keywords": [
      "large deviation principle",
      "measure-valued processes",
      "stochastic partial differential equations",
      "fleming-viot processes",
      "super-brownian motion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1204.3501F"
    }
  }
}