Limit of occupation time of super Brownian motion on Sierpinski gasket

1998 ◽  
Vol 43 (7) ◽  
pp. 614-614
Author(s):  
Junyi Guo
Keyword(s):  
Brownian Motion ◽  
Sierpinski Gasket ◽  
Occupation Time ◽  
Sierpiński Gasket ◽  
Super Brownian Motion

scholarly journals Stochastic area for Brownian motion on the Sierpinski gasket

1998 ◽  
Vol 26 (1) ◽  
pp. 132-148 ◽  
Author(s):  
B. M. Hambly ◽  
T. J. Lyons
Keyword(s):  
Brownian Motion ◽  
Sierpinski Gasket ◽  
Sierpiński Gasket

A LARGE DEVIATION FOR OCCUPATION TIME OF SUPER α-STABLE PROCESS

2008 ◽  
Vol 11 (01) ◽  
pp. 53-71 ◽  
Author(s):  
QIU-YUE LI ◽  
YAN-XIA REN
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stable Process ◽  
Rate Function ◽  
Occupation Time ◽  
Occupation Times ◽  
Tail Probabilities ◽  
Super Brownian Motion

We derive a large deviation principle for occupation time of super α-stable process in ℝd with d > 2α. The decay of tail probabilities is shown to be exponential and the rate function is characterized. Our result can be considered as a counterpart of Lee's work on large deviations for occupation times of super-Brownian motion in ℝd for dimension d > 4 (see Ref. 10).

Occupation time processes of super-Brownian motion with cut-off branching

2004 ◽  
Vol 41 (4) ◽  
pp. 984-997 ◽  
Author(s):  
Zhao Dong ◽  
Shui Feng
Keyword(s):  
Brownian Motion ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Rate Function ◽  
Occupation Time ◽  
Time Behavior ◽  
Long Time ◽  
Super Brownian Motion ◽  
Dimension One ◽  
Occupation Time Process

In this article we investigate a class of superprocess with cut-off branching, studying the long-time behavior of the occupation time process. Persistence of the process holds in all dimensions. Central-limit-type theorems are obtained, and the scales are dimension dependent. The Gaussian limit holds only when d ≤ 4. In dimension one, a full large deviation principle is established and the rate function is identified explicitly. Our result shows that the super-Brownian motion with cut-off branching in dimension one has many features that are similar to super-Brownian motion in dimension three.

Brownian motion on the Sierpinski gasket

1988 ◽  
Vol 79 (4) ◽  
pp. 543-623 ◽  
Author(s):  
Martin T. Barlow ◽  
Edwin A. Perkins
Keyword(s):  
Brownian Motion ◽  
Sierpinski Gasket ◽  
Sierpiński Gasket
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