Some Limit Theorems for Super-Brownian Motion and Semilinear Differential Equations
Lee, Tzong-Yow
Ann. Probab., Tome 21 (1993) no. 4, p. 979-995 / Harvested from Project Euclid
The empirical measure, a generalization of occupation times, of a super-Brownian motion is studied. In our case the empirical measure tends almost surely to Lebesgue measure as time $t \rightarrow \infty$. Asymptotic probabilities of deviation from this central behavior by various orders (large, not very large and normal deviations) are estimated. Extension to similar superprocesses, that is, Dawson-Watanabe processes, is discussed. Our analytic approach also produces new results for semilinear PDE's.
Publié le : 1993-04-14
Classification:  Measure-valued processes,  large deviations,  semilinear PDE,  60F10,  60J80,  35B40,  35K57
@article{1176989278,
     author = {Lee, Tzong-Yow},
     title = {Some Limit Theorems for Super-Brownian Motion and Semilinear Differential Equations},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 979-995},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989278}
}
Lee, Tzong-Yow. Some Limit Theorems for Super-Brownian Motion and Semilinear Differential Equations. Ann. Probab., Tome 21 (1993) no. 4, pp.  979-995. http://gdmltest.u-ga.fr/item/1176989278/