CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

doi:10.1007/s10473-020-0518-6

数学物理学报(英文版) ›› 2020, Vol. 40 ›› Issue (5): 1477-1494.doi: 10.1007/s10473-020-0518-6

CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

胡淑兰¹, 李瑞囡², 王新宇³

1. School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China;
2. School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai 201620, China;
3. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

收稿日期:2018-10-14 修回日期:2019-10-28 出版日期:2020-10-25 发布日期:2020-11-04
通讯作者: Xinyu WANG E-mail:wang_xin_yu@hust.edu.cn
作者简介:Shulan HU,E-mail:hu_shulan@zuel.edu.cn;Ruinan LI,E-mail:ruinanli@amss.ac.cn
基金资助:
The research of HU was supported by NSFF (17BTJ034). The research of WANG was supported by NSFC (11871382, 11771161).

CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Shulan HU¹, Ruinan LI², Xinyu WANG³

1. School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China;
2. School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai 201620, China;
3. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

Received:2018-10-14 Revised:2019-10-28 Online:2020-10-25 Published:2020-11-04
Contact: Xinyu WANG E-mail:wang_xin_yu@hust.edu.cn
Supported by:
The research of HU was supported by NSFF (17BTJ034). The research of WANG was supported by NSFC (11871382, 11771161).

摘要/Abstract

摘要： 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 the stochastic Burgers' equation and the stochastic reaction-diffusion equation. The weak convergence method plays an important role.

关键词: stochastic Burgers' equation, stochastic reaction-diffusion equation, large deviations, moderate deviations

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 the stochastic Burgers' equation and the stochastic reaction-diffusion equation. The weak convergence method plays an important role.

Key words: stochastic Burgers' equation, stochastic reaction-diffusion equation, large deviations, moderate deviations

中图分类号:

60H15

胡淑兰, 李瑞囡, 王新宇. CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS[J]. 数学物理学报(英文版), 2020, 40(5): 1477-1494.

Shulan HU, Ruinan LI, Xinyu WANG. CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS[J]. Acta mathematica scientia,Series B, 2020, 40(5): 1477-1494.

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CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

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