Sample path large deviations for super-Brownian motion |
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Authors: | A. Schied |
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Affiliation: | (1) Institut für Mathematik, Humboldt-Universität, Unter den Linden 6, D-10099 Berlin, Germany |
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Abstract: | ![]() Summary We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motion. For one of the appearing rate functions an integral representation is given and interpreted as Kakutani-Hellinger energy . As a tool we develop estimates for the Laplace functionals of (historical) super-Brownian motion and certain maximal inequalities. Also it is shown that the Hölder norm of index <1/2 of the processt f, Xt possesses some finite exponential moments provided the functionf is smooth.This work was supported in part by the Graduiertenkolleg Algebraische, analytische und geometrische Methoden und ihre Wechselwirkung in der modernen Mathematik , Bonn |
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Keywords: | 60J80 60F10 |
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