The Law of the Iterated Logarithm for a Class of SPDEs

Abstract

After establishing the moderate deviation principle by the Classical Azencott method, we prove the Strassen's compact law of the iterated logarithm (LIL) for a class of stochastic partial differential equations (SPDEs). As an application, we obtain this type of LIL for two population models known as super-Brownian motion and Fleming-Viot process. In addition, the classical LIL is shown for the class of SPDEs and the two population models.

References in corpus (4)

• Large deviations for infinite dimensional stochastic dynamical systems
• Super-Brownian motion as the unique strong solution to an SPDE
• Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
• Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes

Cited by in corpus (1)

• A nonlinear Strassen law for singular SPDEs