Large Deviation Principle for Some Measure-Valued Processes

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 processes.

21 pages

Cited by in corpus (1)

• Super-Brownian motion as the unique strong solution to an SPDE