New large deviation results for some super-Brownian processes

We give large deviation results for the super-Brownian excursion conditioned to have unit mass or unit extinction time and for super-Brownian motion with constant non-positive drift. We use a representation of these processes by a path-valued process, the so-called Brownian snake for which we state large deviation principles.

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Year of publication:	2009
Authors:	Serlet, Laurent
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 5, p. 1696-1724
Publisher:	Elsevier
Keywords:	Super-Brownian motion Integrated super-Brownian excursion Large deviations Brownian snake Schilder theorem

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

Persistent link: https://www.econbiz.de/10008874373