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Sample path large deviations for super-Brownian motion
Authors:A Schied
Institution:(1) Institut für Mathematik, Humboldt-Universität, Unter den Linden 6, D-10099 Berlin, Germany
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 lsquoKakutani-Hellinger energyrsquo. 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 agr<1/2 of the processtmaplangf, X t rang possesses some finite exponential moments provided the functionf is smooth.This work was supported in part by the Graduiertenkolleg ldquoAlgebraische, analytische und geometrische Methoden und ihre Wechselwirkung in der modernen Mathematikrdquo, Bonn
Keywords:60J80  60F10
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