IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v125y2015i3p970-993.html
   My bibliography  Save this article

Large deviation principle for some measure-valued processes

Author

Listed:
  • Fatheddin, Parisa
  • Xiong, Jie

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 process.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:3:p:970-993
    DOI: 10.1016/j.spa.2014.10.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414914002488
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2014.10.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Dawson, Donald A. & Fleischmann, Klaus, 1988. "Strong clumping of critical space-time branching models in subcritical dimensions," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 193-208, December.
    3. A. Dawson, Donald & Feng, Shui, 2001. "Large deviations for the Fleming-Viot process with neutral mutation and selection, II," Stochastic Processes and their Applications, Elsevier, vol. 92(1), pages 131-162, March.
    4. Dawson, Donald A. & Feng, Shui, 1998. "Large deviations for the Fleming-Viot process with neutral mutation and selection," Stochastic Processes and their Applications, Elsevier, vol. 77(2), pages 207-232, September.
    5. Serlet, Laurent, 1997. "A large deviation principle for the Brownian snake," Stochastic Processes and their Applications, Elsevier, vol. 67(1), pages 101-115, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. da Silva, Telles Timóteo & Fragoso, Marcelo D., 2008. "Sample paths of jump-type Fleming-Viot processes with bounded mutation operators," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1784-1791, September.
    2. Schraiber, Joshua G., 2014. "A path integral formulation of the Wright–Fisher process with genic selection," Theoretical Population Biology, Elsevier, vol. 92(C), pages 30-35.
    3. Klaus Fleischmann & Achim Klenke & Jie Xiong, 2006. "Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process," Journal of Theoretical Probability, Springer, vol. 19(3), pages 557-588, December.
    4. F. Gamboa & A. Rouault, 2010. "Canonical Moments and Random Spectral Measures," Journal of Theoretical Probability, Springer, vol. 23(4), pages 1015-1038, December.
    5. Stanislav Molchanov & Joseph Whitmeyer, 2017. "Stationary distributions in Kolmogorov-Petrovski- Piskunov-type models with an infinite number of particles," Mathematical Population Studies, Taylor & Francis Journals, vol. 24(3), pages 147-160, July.
    6. Jean-François Marckert & Abdelkader Mokkadem, 2003. "States Spaces of the Snake and Its Tour—Convergence of the Discrete Snake," Journal of Theoretical Probability, Springer, vol. 16(4), pages 1015-1046, October.
    7. Dawson, Donald A. & Fleischmann, Klaus, 1997. "Longtime behavior of a branching process controlled by branching catalysts," Stochastic Processes and their Applications, Elsevier, vol. 71(2), pages 241-257, November.
    8. 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.
    9. Zhou, Xiaowen, 2008. "A zero-one law of almost sure local extinction for (1+[beta])-super-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 1982-1996, November.
    10. I. Kaj & S. Sagitov, 1998. "Limit Processes for Age-Dependent Branching Particle Systems," Journal of Theoretical Probability, Springer, vol. 11(1), pages 225-257, January.
    11. A. Dawson, Donald & Feng, Shui, 2001. "Large deviations for the Fleming-Viot process with neutral mutation and selection, II," Stochastic Processes and their Applications, Elsevier, vol. 92(1), pages 131-162, March.
    12. Schied, Alexander, 1997. "Moderate deviations and functional LIL for super-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 11-25, December.
    13. Donald A. Dawson & Klaus Fleischmann, 1997. "A Continuous Super-Brownian Motion in a Super-Brownian Medium," Journal of Theoretical Probability, Springer, vol. 10(1), pages 213-276, January.
    14. D. A. Dawson & Z. Li & X. Zhou, 2004. "Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits," Journal of Theoretical Probability, Springer, vol. 17(3), pages 673-692, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:125:y:2015:i:3:p:970-993. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.