Large deviation principle for some measure-valued processes

被引：6

作者：

Fatheddin, Parisa ^{[1
]}

Xiong, Jie ^{[2
]}

机构：

[1] Univ Alabama, Dept Math, Huntsville, AL 35899 USA

[2] Univ Macau, FST, Dept Math, Macau, Peoples R China

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2015年 / 125卷 / 03期

关键词：

Large deviation principle; Stochastic partial differential equation; Fleming-Viot process; Super-Brownian motion; SCHILDER-TYPE THEOREM; FLEMING-VIOT PROCESS; NEUTRAL MUTATION;

D O I：

10.1016/j.spa.2014.10.008

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：

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. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：970 / 993

页数：24

共 27 条

[1]

[Anonymous], 2001, CRM P LECT NOTES

[2]

[Anonymous], 2002, Lecture Notes in Mathematics

[3] Large deviations for infinite dimensional stochastic dynamical systems [J].