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New large deviation results for some super-Brownian processes

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  • Serlet, Laurent

Abstract

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.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:spapps:v:119:y:2009:i:5:p:1696-1724
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    References listed on IDEAS

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    1. Serlet, Laurent, 2005. "Super-Brownian motion conditioned on the total mass," Stochastic Processes and their Applications, Elsevier, vol. 115(11), pages 1782-1804, November.
    2. Serlet, Laurent, 1997. "A large deviation principle for the Brownian snake," Stochastic Processes and their Applications, Elsevier, vol. 67(1), pages 101-115, April.
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    Cited by:

    1. 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.

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