Moderate deviations and functional LIL for super-Brownian motion

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:72

Article

关键词: moderate deviations;    Strassen type law of the iterated logarithm;    Holder space;    Orlicz space;    uniform large deviations;    functional central limit theorem;   

DOI  :  10.1016/S0304-4149(97)00078-1

来源: Elsevier

【 摘 要 】

A moderate deviation principle and a Strassen-type law of the iterated logarithm for the small-time propagation of super-Brownian motion are derived. Moderate deviation estimates which are uniform with respect to the starting point are developed in order to prove the law of the iterated logarithm. Our method also yields a functional central limit theorem. (C) 1997 Elsevier Science B.V.

【 授权许可】

Free