Title of article :
Moderate deviations and functional LIL for super-Brownian motion
Author/Authors :
Schied، نويسنده , , Alexander، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
A moderate deviation principle and a Strassen-type law of the iterated logarithm for the small-time propagation of super-Brownian motion are derived. Moderate deviation estimates which are uniform with respect to the starting point are developed in order to prove the law of the iterated logarithm. Our method also yields a functional central limit theorem.
Keywords :
Moderate deviations , Strassen type law of the iterated logarithm , Orlicz space , Uniform large deviations , Functional central limit theorem , Hِlder space
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications