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

2018/11/14 by Shulan Hu, Hu, Shulan, Ruinan Li +3
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1811.05611

openalex publication_date 2018/11/14 · openalex created_date 2018/11/29 · openalex updated_date 2026/07/28

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.

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