Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise

被引：7
作者：
Li, Yumeng [1 ]
Wang, Ran [2 ]
Zhang, Shuguang [1 ]
机构：
[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China
[2] Univ Sci & Technol China, Sch Math Sci, Hefei 230026, Anhui, Peoples R China
来源：
ACTA APPLICANDAE MATHEMATICAE | 2015年 / 139卷 / 01期
关键词：
Stochastic heat equation; Freidlin-Wentzell's large deviation; Moderate deviations; Central limit theorem; WAVE-EQUATION; RANDOM-VARIABLES; SPACE DIMENSION; ESTIMATORS; APPROXIMATION; PERTURBATIONS; SMOOTHNESS; EXISTENCE; DENSITY; SPDES;
D O I：
10.1007/s10440-014-9969-x
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic heat equations defined on [0,T]x[0,1] (d) . This equation is driven by a Gaussian noise, white in time and correlated in space.
引用
收藏
页码：59 / 80
页数：22
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