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New large deviation results for some super-Brownian processes
Authors:Laurent Serlet
Institution:Laboratoire de Mathématiques, Université Blaise Pascal, Campus Universitaire des Cézeaux, 63177 Aubière cedex, France
Abstract:We give large deviation results for the super-Brownian excursion conditioned to have unit mass or unit extinction time and for super-Brownian motion with constant non-positive drift. We use a representation of these processes by a path-valued process, the so-called Brownian snake for which we state large deviation principles.
Keywords:60J25  60J80  60J85  60K35  60F10
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