Moderate deviations for a fractional stochastic heat equation with spatially correlated noise

被引：7

作者：

Li, Yumeng ^{[1
]}

Wang, Ran ^{[2
]}

Yao, Nian ^{[3
]}

Zhang, Shuguang ^{[4
]}

机构：

[1] Zhongnan Univ Econ & Law, Sch Math & Stat, Wuhan 430073, Hubei, Peoples R China

[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China

[3] Shenzhen Univ, Sch Math & Stat, Shenzhen 518060, Guangdong, Peoples R China

[4] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China

来源：

STOCHASTICS AND DYNAMICS | 2017年 / 17卷 / 04期

关键词：

Fractional derivative operator; stochastic heat equation; moderate deviation principle; weak convergence method; REACTION-DIFFUSION EQUATIONS; ESTIMATORS; PRINCIPLE; SPDES;

D O I：

10.1142/S0219493717500253

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space R-d, d >= 1. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential operator is a fractional derivative operator. The weak convergence method plays an important role.

引用

页数：23

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