March 2016 Moderate deviation principle for a class of stochastic partial differential equations
Parisa Fatheddin, Jie Xiong
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J. Appl. Probab. 53(1): 279-292 (March 2016).

Abstract

We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and the Fleming-Viot process.

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Parisa Fatheddin. Jie Xiong. "Moderate deviation principle for a class of stochastic partial differential equations." J. Appl. Probab. 53 (1) 279 - 292, March 2016.

Information

Published: March 2016
First available in Project Euclid: 8 March 2016

zbMATH: 1337.60043
MathSciNet: MR3471962

Subjects:
Primary: 60F10
Secondary: 60H15 , 60J68

Keywords: Fleming-Viot process , Moderate deviation principle , Stochastic partial differential equation , Super-Brownian motion

Rights: Copyright © 2016 Applied Probability Trust

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Vol.53 • No. 1 • March 2016
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