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Moderate deviation principle for a class of stochastic partial differential equations

Published online by Cambridge University Press:  24 March 2016

Parisa Fatheddin  and
Jie Xiong
Jie Xiong
Affiliation:
Department of Mathematics, FST, University of Macau, PO Box 3001, Macau, China.
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Abstract

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We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and the Fleming–Viot process.

Keywords

Moderate deviation principleFleming–Viot processstochastic partial differential equationsuper-Brownian motion

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 53 , Issue 1 , March 2016 , pp. 279 - 292
Copyright
Copyright © Applied Probability Trust 2016 

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