Large deviation principle for some measure-valued processes

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.

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Year of publication:	2015
Authors:	Fatheddin, Parisa ; Xiong, Jie
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 3, p. 970-993
Publisher:	Elsevier
Subject:	Large deviation principle \| Stochastic partial differential equation \| Fleming–Viot process \| Super-Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194152