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- Publisher
- Springer Journals
- Copyright
- Copyright © Science Press 1999
- ISSN
- 0168-9673
- eISSN
- 1618-3932
- DOI
- 10.1007/bf02669828
- Publisher site
- See Article on Publisher Site
Abstract
I. Iscoe and T.Y. Lee started the study of large deviation for measure-valued Markov processes in the case of super-Brownian motion. We generalized their results to the case of super-stable case. The self-similarity property of symmetric stable transition density plays a key role in this paper.
Journal
"Acta Mathematicae Applicatae Sinica, English Series" – Springer Journals
Published: Jul 1, 1999
Keywords: Large deviation; super-stable process; self-similarity