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arXiv · 1204.3501

Large Deviation Principle for Some Measure-Valued Processes

Parisa Fatheddin·Jie Xiong
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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 processes.

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Parisa Fatheddin, Jie Xiong. 2012-04-16. Large Deviation Principle for Some Measure-Valued Processes. https://arxiv.org/abs/1204.3501

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