Moderate deviation principle for a class of stochastic partial differential equations

DOI10.1017/JPR.2015.24zbMATH Open1337.60043arXiv1409.2169OpenAlexW2293299801MaRDI QIDQ2804430FDOQ2804430

Jie Xiong, Parisa Fatheddin

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1409.2169

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zbMATH Keywords

stochastic partial differential equationsmoderate deviation principleFleming-Viot processsuper-Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Limit theorems in probability theory (60F99) Superprocesses (60J68)

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Cited In (12)

• The moderate deviation principle for minimizers of convex processes
• Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
• Title not available (Why is that?)
• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
• Moderate deviations for stochastic Kuramoto–Sivashinsky equation
• Moderate deviations type evaluation for integral functionals of diffusion processes
• 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
• Stochastic 2D primitive equations: central limit theorem and moderate deviation principle
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• The law of the iterated logarithm for a class of SPDEs

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