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Latest revision as of 10:00, 30 July 2024

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Sample path large deviations for super-Brownian motion
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    Sample path large deviations for super-Brownian motion (English)
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    4 November 1996
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    The author gives two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motion. For one of the appearing rate functions an integral representation is given and interpreted as ``Kakutani-Hellinger energy''. As a tool the author develops estimates for the Laplace functionals of (historical) super-Brownian motion and certain maximal inequalities. Also it is shown that the Hölder norm of index \(\alpha < 1/2\) of the process \(t \mapsto \langle f,X_t \rangle\) possesses some finite exponential moments provided the function \(f\) is smooth. It is interesting that the rate functions can be expressed by Kakutani-Hellinger distance.
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    super-Brownian motion
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    Freidlin-Wentzell type large deviation
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    rate functions
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