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Asymptotic results for super-Brownian motions and semilinear differential equations
Author:
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
MathSciNet review:
1641127
Full-text PDF Free Access
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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.
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Deuschel, J.-D. and Rosen, J. (1998) Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes. Ann. Probab. 26, no. 2, 602-643. CMP 98:13
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and related semilinear differential equations, Probab. Theory Related
Fields 84 (1990), no. 4, 505–520. MR 1042063
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Tzong-Yow
Lee and Bruno
Remillard, Large deviations for the three-dimensional
super-Brownian motion, Ann. Probab. 23 (1995),
no. 4, 1755–1771. MR 1379167
(96m:60067)
- [BCG]
- Bramson, M., Cox, J.T. and Griffeath, D. (1988) Occupation time large deviations of the voter model. Probab. Th. Rel. Fields 77, 401-413. MR 89c:60116
- [CG]
- Cox, J.T. and Griffeath, D. (1985) Occupation times for critical branching Brownian motions. Ann. Probab. 13, 1108-1132. MR 87h:60102
- [D]
- Dawson, D. (1977) The critical measure diffusion process. Z. Wahrsch. Verw. Gebiete 40, 125-145. MR 57:17857
- [DG]
- Dawson, D., and Gartner, J. (1987) Large deviations for McKean-Vlasov limit of weakly interacting diffusions. Stochastics, 20, 247-308. MR 89c:60092
- [DR]
- Deuschel, J.-D. and Rosen, J. (1998) Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes. Ann. Probab. 26, no. 2, 602-643. CMP 98:13
- [Dy]
- Dynkin, E. B. (1989) Superprocesses and their linear additive functionals. Trans. Amer. Math. Soc., 314, 255-282. MR 89k:60124
- [I1]
- Iscoe, I. (1986) A weighted occupation time for a class of measure-valued branching processes. Z. Wahr. verw. Gebiete. 71, 85-116. MR 87c:60070
- [I2]
- Iscoe, I. (1986) Ergodic theory and a local occupation time for measure-valued critical branching Brownian motion. Stochastics, 18, 197-243. MR 88a:60148
- [IL]
- Iscoe, I. and Lee, T.-Y. (1993) Large deviations for occupation times of measure-valued branching Brownian motions. Stochastics and Stochastic Reports, 45, 177-209. MR 96a:60027
- [L]
- Lee, T.-Y. (1990) Some limit theorems for critical branching Bessel processes and related semilinear differential equations. Probab. Th. Rel. Fields, 84, 505-520. MR 91e:60245
- [LR]
- Lee, T.-Y. and Remillard, B. (1995) Large deviations for the three-dimensional super-Brownian motion. Ann. Probab. 23, 1755-1771. MR 96m:60067
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Additional Information
Tzong-Yow Lee
Affiliation:
University of Maryland, College Park, MD
Email:
tyl@math.umd.edu
DOI:
http://dx.doi.org/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
Article copyright:
© Copyright 1998 American Mathematical Society
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