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A Schilder type theorem for super-Brownian motion
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics, Mathematical Statistics. Matematisk statistik.
1996 (English)In: CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, Vol. 48, no 3, 542-568 p.Article in journal (Refereed) Published
Abstract [en]

Let X be a d-dimensional continuous super-Brownian motion with branching rate epsilon, which might be described symbolically by the ''stochastic equation'' dX(t) = Delta*X(t)dt + root 2 epsilon X(t)dW(t) with dW(t)/dt a space-time white noise. A Schilder

Place, publisher, year, edition, pages
1996. Vol. 48, no 3, 542-568 p.
Keyword [en]
Schilder's theorem, super-Brownian motion, superprocess, large deviations, rate functional, Cameron-Martin space, cumulant equation, complete blow-up
Identifiers
URN: urn:nbn:se:uu:diva-27013OAI: oai:DiVA.org:uu-27013DiVA: diva2:54907
Note
Addresses: Fleischmann K, WEIERSTRASS INST APPL ANAL & STOCHAST, MOHRENSTR 39, D-10117 BERLIN, GERMANY. TECH UNIV, DEPT MATH, D-10623 BERLIN, GERMANY. DEPT MATH, S-75106 UPPSALA, SWEDEN.Available from: 2007-02-11 Created: 2007-02-11 Last updated: 2011-01-15

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