New large deviation results for some super-Brownian processes

Authors :: Laurent Serlet
Serlet, Laurent
Laboratoire de Mathématiques Blaise Pascal (LMBP)
Université Blaise Pascal - Clermont-Ferrand 2 (UBP)-Centre National de la Recherche Scientifique (CNRS)
Source :: Stochastic Processes and their Applications, Stochastic Processes and their Applications, 2009, 119 (5), pp.1696-1724, Stochastic Processes and their Applications, Elsevier, 2009, 119 (5), pp.1696-1724
Publication Year :: 2009
Publisher :: Elsevier BV, 2009.
Abstract: We give large deviation results for the super-Brownian excursion conditioned to have unit mass or unit extinction time and for super-Brownian motion with constant non-positive drift. We use a representation of these processes by a path-valued process, the so-called Brownian snake for which we state large deviation principles.