MODERATE DEVIATION PRINCIPLE FOR A CLASS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

被引：5

作者：

Fatheddin, Parisa ^{[1
,3
]}

Xiong, Jie ^{[2
]}

机构：

[1] Univ Tennessee, Knoxville, TN USA

[2] Univ Macau, FST, Dept Math, POB 3001, Macau, Peoples R China

[3] Air Force Inst Technol, Dept Math & Stat, 2950 Hobson Way, Wright Patterson AFB, OH 45433 USA

来源：

JOURNAL OF APPLIED PROBABILITY | 2016年 / 53卷 / 01期

关键词：

Moderate deviation principle; Fleming-Viot process; stochastic partial differential equation; super-Brownian motion; SUPER-BROWNIAN MOTION; IMMIGRATION; THEOREM; SPDES;

D O I：

10.1017/jpr.2015.24

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 the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and the Fleming-Viot process.

引用

页码：279 / 292

页数：14

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