Moderate deviations for a stochastic wave equation in dimension three

2016/05/08 by Cheng, L., Li, R., Wang, R. +1
#60F05 #60F10 #60H15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1605.02310

Abstract

In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic wave equation defined on [0,T]× \rr³. This equation is driven by a Gaussian noise, white in time and correlated in space. The weak convergence approach plays an important role.

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