Moderate deviations and functional LIL for super-Brownian motion

DOI10.1016/S0304-4149(97)00078-1zbMath0942.60017MaRDI QIDQ1965883

Alexander Schied

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremOrlicz spacemoderate deviationsHölder spaceuniform large deviationsStrassen type law of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17) Random measures (60G57) Functional limit theorems; invariance principles (60F17)

Related Items (8)

OCCUPATION TIMES OF SUBCRITICAL BRANCHING IMMIGRATION SYSTEMS WITH MARKOV MOTION, CLT AND DEVIATION PRINCIPLES ⋮ Some large deviations principles for time-changed Gaussian processes ⋮ Central limit theorem for a class of SPDEs ⋮ Moderate deviation for the single point catalytic super-Brownian motion ⋮ Some scaled limit theorems for an immigration super-Brownian motion ⋮ LARGE AND MODERATE DEVIATIONS FOR OCCUPATION TIMES OF IMMIGRATION SUPERPROCESSES ⋮ Moderate deviation principle for a class of stochastic partial differential equations ⋮ The law of the iterated logarithm for a class of SPDEs

Cites Work

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• On the Skorokhod topology
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• A function space large deviation principle for certain stochastic integrals
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• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• A Schilder Type Theorem for Super-Brownian Motion
• An invariance principle for the law of the iterated logarithm
• Convergence of Baire measures

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