Central limit theorem and moderate deviations for a class of semilinear SPDES
Probability
2018-11-21 v2
Abstract
In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain Burgers' equation and the stochastic reaction-diffusion equation. The weak convergence method plays an important role.
Keywords
Cite
@article{arxiv.1811.05611,
title = {Central limit theorem and moderate deviations for a class of semilinear SPDES},
author = {Shulan Hu and Ruinan Li and Xinyu Wang},
journal= {arXiv preprint arXiv:1811.05611},
year = {2018}
}