New large deviation results for some super-Brownian processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:119

Article

Serlet, Laurent

关键词: Super-Brownian motion;    Integrated super-Brownian excursion;    Large deviations;    Brownian snake;    Schilder theorem;   

DOI  :  10.1016/j.spa.2008.08.008

来源: Elsevier

【 摘 要 】

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. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

Free