Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise

作者：Li Yumeng; Wang Ran^*; Zhang Shuguang

来源：Acta Applicandae Mathematicae, 2015, 139(1): 59-80.

DOI：10.1007/s10440-014-9969-x

• Stochastic heat equation
• Freidlin-Wentzell's large deviation
• Moderate deviations
• Central limit theorem

In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic heat equations defined on [0,T]x[0,1] (d) . This equation is driven by a Gaussian noise, white in time and correlated in space.

• 出版日期2015-10
• 单位中国科学技术大学