Moderate deviation principle for a class of stochastic partial differential equations
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Publication:2804430
Abstract: We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and Fleming-Viot process.
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Cited in
(20)- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- Central limit theorem and moderate deviation principle for stochastic scalar conservation laws
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
- The moderate deviation principle for minimizers of convex processes
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- Semilinear stochastic partial differential equations: central limit theorem and moderate deviations
- Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
- Stochastic 2D primitive equations: central limit theorem and moderate deviation principle
- Moderate deviations type evaluation for integral functionals of diffusion processes
- The law of the iterated logarithm for a class of SPDEs
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- Moderate deviation principle for multivalued stochastic differential equations
- Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- Moderate deviation principles for stochastic differential equations with jumps
- Moderate deviations for a stochastic Schrödinger equation with linear drift
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