| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155503 | Stochastic Processes and their Applications | 2015 | 24 Pages |
Abstract
We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian motion and Fleming–Viot process.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Parisa Fatheddin, Jie Xiong,