## Journal of Applied Probability

### Moderate deviation principle for a class of stochastic partial differential equations

#### Abstract

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.

#### Article information

Source
J. Appl. Probab., Volume 53, Number 1 (2016), 279-292.

Dates
First available in Project Euclid: 8 March 2016

https://projecteuclid.org/euclid.jap/1457470574

Mathematical Reviews number (MathSciNet)
MR3471962

Zentralblatt MATH identifier
1337.60043

#### Citation

Fatheddin, Parisa; Xiong, Jie. Moderate deviation principle for a class of stochastic partial differential equations. J. Appl. Probab. 53 (2016), no. 1, 279--292. https://projecteuclid.org/euclid.jap/1457470574

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