Sample path large deviations for super-Brownian motion |
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Authors: | A Schied |
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Institution: | (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![map](/content/n02519538p06t7t5/xxlarge8614.gif) f, X
t
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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