Work

Central limit theorem and moderate deviations for a class of semilinear SPDES

Year: 2018

Type: preprint

Abstract: In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain Burgers' equation and the stochastic reaction-diffusion equation. The weak convergence method plays an important role.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1811.05611

Authors: Hu, Shulan, Li, Ruinan, Wang, Xinyu

Institutions: Zhongnan University of Economics and Law, Shanghai University of International Business and Economics, Huazhong University of Science and Technology

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2900635800

Cites: 11

Cited by: 2

Related to: 10