Article ID Journal Published Year Pages File Type
1156001 Stochastic Processes and their Applications 2009 29 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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