Large deviation probabilities for some rescaled superprocesses.
- Fleischmann, Klaus
- Kaj, I.
2010 Mathematics Subject Classification
- 60J80 60F10 60G57
- Large Deviation, superprocess, cumulant equation, rate functional
We consider a class of rescaled superprocesses and derive a full large deviation principle with a good convex rate functional defined on the measure state space. A relatively complete picture of the related non-linear reaction-diffusion equation is accomplished although the rate functional is only partly expressed in terms of solutions of the equation.
- Annales de l'I.H.P. Probabilités et statistiques, Volume 30 (1994) no. 4, p. 607-645