Moderate deviations for a stochastic heat equation with spatially correlated noise

DOI10.1007/S10440-014-9969-XMaRDI QIDQ499737zbMATH OpenOpenAlexFDO

Authors Ran Wang, Shuguang Zhang, Yu-meng Li

Publication date 6 October 2015

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-014-9969-x

zbMATH Keywords

central limit theoremFreidlin-Wentzell's large deviation principlemoderate deviationsrandom fieldstochastic heat equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Limit theorems in probability theory (60F99) Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(12)

• Moderate deviations for a stochastic wave equation in dimension three
• Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
• Moderate deviations for stochastic fractional heat equation driven by fractional noise
• Moderate deviations for stochastic heat equation with rough dependence in Space
• Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
• Moderate deviations for a class of semilinear SPDE with fractional noises
• Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
• Large deviation principle for a stochastic heat equation with spatially correlated noise
• Large deviation principle for a stochastic heat equation with spatially correlated noise
• Moderate deviations for rough differential equations
• Moderate deviations for a stochastic Schrödinger equation with linear drift
• Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise

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