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Moderate deviation principle for a class of stochastic partial differential equations
Published online by Cambridge University Press: 24 March 2016
Abstract
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.
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- Copyright © Applied Probability Trust 2016
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