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

2015/09/06 by Li, Yumeng, Wang, Ran, Yao, Nian +1
#60H15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1509.01757

Abstract

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space \rr^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.

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