Moderate deviations and functional LIL for super-Brownian motion

A moderate deviation principle and a Strassen-type law of the iterated logarithm for the small-time propagation of super-Brownian motion are derived. Moderate deviation estimates which are uniform with respect to the starting point are developed in order to prove the law of the iterated logarithm. Our method also yields a functional central limit theorem.

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Year of publication:	1997
Authors:	Schied, Alexander
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 72.1997, 1, p. 11-25
Publisher:	Elsevier
Keywords:	Moderate deviations Strassen type law of the iterated logarithm Holder space Orlicz space Uniform large deviations Functional central limit theorem

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

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