Title of article :
A large deviation principle for the Brownian snake
Author/Authors :
Serlet، نويسنده , , Laurent، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
15
From page :
101
To page :
115
Abstract :
We consider the path-valued process called the Brownian snake, conditioned so that its lifetime process is a normalised Brownian excursion. This process denoted by ((Ws, ξs); s ∈ [0, 1]) is closely related to the integrated super-Brownian excursion studied recently by several authors. We prove a large deviation principle for the law of ((εWs(ζs), ε23ζs); s ϵ [0, 1]) . In particular, we give an explicit formula for the rate function of this large deviation principle. As an application we recover a result of Dembo and Zeitouni.
Keywords :
Brownian snake , Large deviation principle , Super-Brownian motion , rate function
Journal title :
Stochastic Processes and their Applications
Serial Year :
1997
Journal title :
Stochastic Processes and their Applications
Record number :
1576040
Link To Document :
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