Limit laws for three-dimensional super-Brownian motion are derived,
conditioned on survival up to a large time. A large deviation principle is
proved for the joint behavior of occupation times and their difference. These
are done via analyzing the generating function and exploiting a connection
between probability and differential–integral equations.
Publié le : 2001-07-14
Classification:
Large deviations,
occupations time,
measure-valued process,
branching Brownian motion,
semilinear pde,
asymptotics,
60F10,
35K55
@article{1015345595,
author = {Lee, Tzong-Yow},
title = {Asymptotic Results for Super-Brownian Motions and Semilinear
Differential Equations},
journal = {Ann. Probab.},
volume = {29},
number = {1},
year = {2001},
pages = { 1047-1060},
language = {en},
url = {http://dml.mathdoc.fr/item/1015345595}
}
Lee, Tzong-Yow. Asymptotic Results for Super-Brownian Motions and Semilinear
Differential Equations. Ann. Probab., Tome 29 (2001) no. 1, pp. 1047-1060. http://gdmltest.u-ga.fr/item/1015345595/