An Explicit Schilder-Type Theorem for Super-Brownian Motions

被引:4
|
作者
Xiang, Kai-Nan [1 ]
机构
[1] Nankai Univ, Ctr Combinator, LPMC TJKLC, Tianjin 300071, Peoples R China
关键词
MARKOV PROCESS EXPECTATIONS; LARGE DEVIATIONS; ASYMPTOTIC EVALUATION; LARGE TIME; EQUATIONS;
D O I
10.1002/cpa.20335
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Like ordinary Brownian motion, super-Brownian motion, a central object in the theory of superprocesses, is a universal object arising in a variety of settings. Schilder-type theorems and Cramer-type theorems are two of the major topics for large-deviation theory. A Schilder-type (which is also a Cramer-type) sample large deviation for super-Brownian motions with a good rate function represented by a variation formula was established in 1993 and 1994; since then there have been very valuable contributions for giving an affirmative answer to the question of whether this sample large deviation holds with an explicit good rate function. In this paper, thanks to previous results on this issue and the Brownian snake, we establish such a large deviation for nonzero finite initial measures. (c) 2010 Wiley Periodicals, Inc.
引用
收藏
页码:1381 / 1431
页数:51
相关论文
共 50 条
  • [41] A ROUGH SUPER-BROWNIAN MOTION
    Perkowski, Nicolas
    Rosati, Tommaso
    ANNALS OF PROBABILITY, 2021, 49 (02): : 908 - 943
  • [42] Absolutely continuous states of exit measures for super-Brownian motions with branching restricted to a hyperplane
    任艳霞
    王永进
    Science China Mathematics, 1998, (06) : 582 - 594
  • [43] S-polar sets of super-brownian motions and solutions of nonlinear differential equations
    Li Qiuyue
    Ren Yanxia
    Science in China Series A: Mathematics, 2005, 48 : 1683 - 1695
  • [44] A cyclically catalytic super-Brownian motion
    Fleischmann, K
    Xiong, J
    ANNALS OF PROBABILITY, 2001, 29 (02): : 820 - 861
  • [45] On the occupation measure of super-Brownian motion
    Le Gall, Jean-Francois
    Merle, Mathieu
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2006, 11 : 252 - 265
  • [46] Thick points of super-Brownian motion
    Blath, J
    Mörters, P
    PROBABILITY THEORY AND RELATED FIELDS, 2005, 131 (04) : 604 - 630
  • [47] The extremal process of super-Brownian motion
    Ren, Yan-Xia
    Song, Renming
    Zhang, Rui
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 137 : 1 - 34
  • [48] Bessel Processes, the Brownian Snake and Super-Brownian Motion
    Le Gall, Jean-Francois
    IN MEMORIAM MARC YOR - SEMINAIRE DE PROBABILITES XLVII, 2015, 2137 : 89 - 105
  • [49] Killed rough super-Brownian motion
    Rosati, Tommaso Cornelis
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2020, 25 : 1 - 12
  • [50] The dimension of the boundary of super-Brownian motion
    Leonid Mytnik
    Edwin Perkins
    Probability Theory and Related Fields, 2019, 174 : 821 - 885