Abstract
A branching diffusion process is studied when its diffusivity decreases to 0 at the rate of $\varepsilon \ll 1$ and its branching/transmutation intensity increases at the rate of $\varepsilon^{-1}$. We derive the action functionals which describe some large deviations of the processes as $\varepsilon$ tends to 0. The branching diffusion processes are closely related to systems of semilinear parabolic differential equations.
Citation
Tzong-Yow Lee. "Some Large-Deviation Theorems for Branching Diffusions." Ann. Probab. 20 (3) 1288 - 1309, July, 1992. https://doi.org/10.1214/aop/1176989692
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