Central Limit Theorem and Moderate Deviations for a Class of Semilinear Stochastic Partial Differential Equations

被引:0
作者
Shulan Hu
Ruinan Li
Xinyu Wang
机构
[1] Zhongnan University of Economics and Law,School of Statistics and Mathematics
[2] Shanghai University of International Business and Economics,School of Statistics and Information
[3] Huazhong University of Science and Technology,School of Mathematics and Statistics
来源
Acta Mathematica Scientia | 2020年 / 40卷
关键词
stochastic Burgers’ equation; stochastic reaction-diffusion equation; large deviations; moderate deviations; 60H15; 60F05; 60F10;
D O I
暂无
中图分类号
学科分类号
摘要
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 the stochastic Burgers’ equation and the stochastic reaction-diffusion equation. The weak convergence method plays an important role.
引用
收藏
页码:1477 / 1494
页数:17
相关论文
共 43 条
[1]  
Bouse M(1998)A variational representation for certain functionals of Brownian motion Ann Probab 26 1641-1659
[2]  
Dupuis P(2000)A variational representation for positive functional of infnite dimensional Brownian motions Probab Math Statist 20 39-61
[3]  
Budhiraja A(2016)Moderate deviation principle for stochastic differential equations with jumps Ann Probab 44 1723-1775
[4]  
Dupuis P(2008)Large deviations for infinite dimensional stochastic dynamical systems Ann Probab 36 1390-1420
[5]  
Budhiraja A(1999)Large deviations for Burgers’ type SPDE Stochastic Process Appl 84 53-70
[6]  
Dupuis P(2017)A moderate deviation principle for 2-D stochastic Navier-Stokes equations drive Lévy noises J Funct Anal 272 227-254
[7]  
Ganguly A(2017)Large deviations for a class of semilinear stochastic partial differential equations Statist Probab Lett 121 143-151
[8]  
Budhiraja A(2012)Moderate-deviation-based inference for random degeneration in paired rank lists J Amer Statist Assoc 107 661-672
[9]  
Dupuis P(2013)Moderate deviations for a nonparametric estimator of sample coverage Ann Statist 41 641-669
[10]  
Maroulas V(2016)Asymptotic behaviors for functionals of random dynamical systems Stoch Anal Appl 34 258-277