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Asymptotic results for super-Brownian motions and semilinear differential equations
Author(s):
Tzong-Yow
Lee
Journal:
Electron. Res. Announc. Amer. Math. Soc.
4
(1998),
56-62.
MSC (1991):
Primary 60B12, 60F10;
Secondary 60F05, 60J15
Posted:
September 14, 1998
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Additional information
Abstract:
Limit laws for three-dimensional super-Brownian motion are derived, conditioned on survival up to a large time. A large deviation principle is proved for the joint behavior of occupation times and their difference. These are done via analyzing the generating function and exploiting a connection between probability and differential/integral equations.
References:
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- [LR]
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60B12, 60F10,
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Additional Information:
Tzong-Yow
Lee
Affiliation:
University of Maryland, College Park, MD
Email:
tyl@math.umd.edu
DOI:
10.1090/S1079-6762-98-00048-1
PII:
S 1079-6762(98)00048-1
Keywords:
Large deviations,
occupation time,
measure-valued process,
branching Brownian motion,
semilinear PDE,
asymptotics
Received by editor(s):
April 15, 1998
Posted:
September 14, 1998
Communicated by:
Mark Freidlin
Copyright of article:
Copyright
1998,
American Mathematical Society
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