We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian motion and Fleming-Viot process.
We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and the Fleming-Viot process.
A novel technique is given and implemented to generate correlated phase screens that are used in the study of laser propagation through turbulent atmosphere. The method can generate random fields with nonzero expected values and is applied to simulate equally and arbitrary spaced phase screens. In both cases, it proves to be very computationally efficient.
Here we establish the central limit theorem for a class of stochastic partial differential equations (SPDEs) and as an application derive this theorem for two widely studied population models known as super-Brownian motion and Fleming-Viot process. (2010): Primary 60F05; Secondary: 60H15, 60J68.
Mathematics Subject Classification
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