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

Abstract

Estimates for exit time from an interval of length 2r before a prescribed time T are derived for solutions of a class of stochastic partial differential equations used to characterize two population models: super-Brownian motion and Fleming-Viot Process. These types of estimates are then derived for the two population models. The corresponding large deviation results are also applied for the acquired bounds.

References in corpus (2)

• Super-Brownian motion as the unique strong solution to an SPDE
• Moderate Deviation Principle for a Class of SPDEs