Asymptotic results for super-Brownian motions and semilinear differential equations

• 成果类型: Article
• 署名作者: Lee, TY
• 署名单位: University System of Maryland; University of Maryland College Park
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1015345595
• 发表日期: 2001
• 页码: 1047-1060
• 关键词: large deviations; occupation time

摘要

Limit laws for three-dimensional super-Brownian motion are derived, conditioned on survival up to a large time. A large deviation principle is proved for the joint behavior of occupation times and their difference. These are done via analyzing the generating function and exploiting a connection between probability and differential-integral equations.