摘要
I. Iscoe and T.Y. Lee started the study of large deviation for measure-valued Markovprocesses in the case of super-Brownian motion. We generalized their results to the case ofsuper-stable case. The self-similarity property of symmetric stable transition density plays a keyrole in this paper.
I. Iscoe and T.Y. Lee started the study of large deviation for measure-valued Markovprocesses in the case of super-Brownian motion. We generalized their results to the case ofsuper-stable case. The self-similarity property of symmetric stable transition density plays a keyrole in this paper.
