Semilinear stochastic partial differential equations: central limit theorem and moderate deviations
Probability
2019-04-02 v1
Abstract
In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to stochastic partial differential equations of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.
Keywords
Cite
@article{arxiv.1904.00299,
title = {Semilinear stochastic partial differential equations: central limit theorem and moderate deviations},
author = {Rangrang Zhang and Jie Xiong},
journal= {arXiv preprint arXiv:1904.00299},
year = {2019}
}