Moderate Deviation Principle for a Class of SPDEs

Abstract

We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and Fleming-Viot process.

References in corpus (1)

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

Cited by in corpus (1)

• Some exit times estimates for Super-Brownian motion and Fleming-Viot Process