SOME LIMIT-THEOREMS FOR SUPER-BROWNIAN MOTION AND SEMILINEAR DIFFERENTIAL-EQUATIONS

被引:35
作者
LEE, TY
机构
关键词
MEASURE-VALUED PROCESSES; LARGE DEVIATIONS; SEMILINEAR PDE;
D O I
10.1214/aop/1176989278
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The empirical measure, a generalization of occupation times, of a super-Brownian motion is studied. In our case the empirical measure tends almost surely to Lebesgue measure as time t --> infinity. Asymptotic probabilities of deviation from this central behavior by various orders (large, not very large and normal deviations) are estimated. Extension to similar superprocesses, that is, Dawson-Watanabe processes, is discussed. Our analytic approach also produces new results for semilinear PDE's.
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页码:979 / 995
页数:17
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