scholarly journals Large deviations for local mass of branching Brownian motion

2020 ◽  
Vol 17 (2) ◽  
pp. 711
Author(s):  
Mehmet Öz
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Local Mass ◽  
Branching Brownian Motion

scholarly journals Critical branching Brownian motion with absorption: Particle configurations

2015 ◽  
Vol 51 (4) ◽  
pp. 1215-1250 ◽  
Author(s):  
Julien Berestycki ◽  
Nathanaël Berestycki ◽  
Jason Schweinsberg
Keyword(s):  
Brownian Motion ◽  
Branching Brownian Motion

Large deviations and Berry–Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion

2020 ◽  
Vol 28 (3) ◽  
pp. 183-196
Author(s):  
Kouacou Tanoh ◽  
Modeste N’zi ◽  
Armel Fabrice Yodé
Keyword(s):  
Differential Equation ◽  
Brownian Motion ◽  
Maximum Likelihood ◽  
Large Deviations ◽  
Stochastic Differential Equation ◽  
Fractional Brownian Motion ◽  
Maximum Likelihood Estimator ◽  
Bayes Estimator ◽  
Likelihood Estimator

AbstractWe are interested in bounds on the large deviations probability and Berry–Esseen type inequalities for maximum likelihood estimator and Bayes estimator of the parameter appearing linearly in the drift of nonhomogeneous stochastic differential equation driven by fractional Brownian motion.

scholarly journals An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier

2012 ◽  
Vol 49 (03) ◽  
pp. 671-684
Author(s):  
A. E. Kyprianou ◽  
A. Murillo-Salas ◽  
J. L. Pérez
Keyword(s):  
Brownian Motion ◽  
Wave Equation ◽  
Relative Ease ◽  
Branching Brownian Motion ◽  
Analytical Properties ◽  
Super Brownian Motion ◽  
Exit Measure ◽  
The Right

We analyse the behaviour of supercritical super-Brownian motion with a barrier through the pathwise backbone embedding of Berestycki, Kyprianou and Murillo-Salas (2011). In particular, by considering existing results for branching Brownian motion due to Harris and Kyprianou (2006) and Maillard (2011), we obtain, with relative ease, conclusions regarding the growth in the right-most point in the support, analytical properties of the associated one-sided Fisher-Kolmogorov-Petrovskii-Piscounov wave equation, as well as the distribution of mass on the exit measure associated with the barrier.

scholarly journals LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS

2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flows ◽  
Brownian Motions ◽  
Deviation Principle ◽  
And Brownian Motion

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

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