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Abstract After establishing the moderate deviation principle by the classical Azencott method, we prove the Strassen’s compact law of the iterated logarithm (LIL) for a class of stochastic partial differential… Click to show full abstract
Abstract After establishing the moderate deviation principle by the classical Azencott method, we prove the Strassen’s compact law of the iterated logarithm (LIL) for a class of stochastic partial differential equations (SPDEs). As an application, we obtain this type of LIL for two population models known as super-Brownian motion and Fleming-Viot process. In addition, the classical LIL is shown for the class of SPDEs and the two population models.
Keywords:
class spdes;
class;
law iterated;
logarithm class;
iterated logarithm
Journal Title: Stochastic Analysis and Applications
Year Published: 2017
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Journal Title: Stochastic Analysis and Applications
Year Published: 2017
Link to full text (if available)
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recommendations!