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Moderate deviations and functional LIL for super-Brownian motion

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  • Schied, Alexander

Abstract

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.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:spapps:v:72:y:1997:i:1:p:11-25
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    References listed on IDEAS

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    1. 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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