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Large deviation principle for some measure-valued processes

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  • Fatheddin, Parisa
  • Xiong, Jie

Abstract

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.

Suggested Citation

  • Fatheddin, Parisa & Xiong, Jie, 2015. "Large deviation principle for some measure-valued processes," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 970-993.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:3:p:970-993
    DOI: 10.1016/j.spa.2014.10.008
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    References listed on IDEAS

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    1. Dawson, Donald A. & Fleischmann, Klaus, 1988. "Strong clumping of critical space-time branching models in subcritical dimensions," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 193-208, December.
    2. A. Dawson, Donald & Feng, Shui, 2001. "Large deviations for the Fleming-Viot process with neutral mutation and selection, II," Stochastic Processes and their Applications, Elsevier, vol. 92(1), pages 131-162, March.
    3. Dawson, Donald A. & Feng, Shui, 1998. "Large deviations for the Fleming-Viot process with neutral mutation and selection," Stochastic Processes and their Applications, Elsevier, vol. 77(2), pages 207-232, September.
    4. Serlet, Laurent, 1997. "A large deviation principle for the Brownian snake," Stochastic Processes and their Applications, Elsevier, vol. 67(1), pages 101-115, April.
    5. Serlet, Laurent, 2009. "New large deviation results for some super-Brownian processes," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1696-1724, May.
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