The law of the iterated logarithm for a class of SPDEs

DOI10.1080/07362994.2020.1785313MaRDI QIDQ4964412zbMATH OpenOpenAlexFDO

Authors Parisa Fatheddin

Publication date 2 March 2021

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.04774

zbMATH Keywords

Fleming-Viot processlarge deviation principlelaw of the iterated logarithmmoderate deviation principlestochastic partial differential equationsuper-Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Abstract: After establishing the moderate deviation principle by the Classical Azencott method, we prove the Strassen's compact law of the iterated logarithm (LIL) for a class of stochastic partial differential equations (SPDEs). As an application, we obtain this type of LIL for two population models known as super-Brownian motion and Fleming-Viot process. In addition, the classical LIL is shown for the class of SPDEs and the two population models.

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Cited in

(5)

• Moderate deviations and functional LIL for super-Brownian motion
• scientific article; zbMATH DE number 1342040 (Why is no real title available?)
• scientific article; zbMATH DE number 1174519 (Why is no real title available?)
• Strassen's law of the iterated logarithm for stochastic Volterra equations and applications
• The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations

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