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.

The (Ξ,A)-Fleming–Viot process with mutation is a probability-measure-valued process whose moment dual is similar to that of the classical Fleming–Viot process except that Kingman’s coalescent is replaced by the Ξ-coalescent, the coalescent with simultaneous multiple collisions. We first...