Journal Article10.1007/S11118-014-9425-6
Moderate Deviations for Stochastic Reaction-Diffusion Equations with Multiplicative Noise
Ran Wang,Tusheng Zhang +1 more
TL;DR: The authors proved a central limit theorem and established a moderate deviation principle for stochastic reaction-diffusion equations, and established the moderate deviation theorem and proved the central limit for the case of The authors.
read more
Abstract: In this paper we proved a central limit theorem and established a moderate deviation principle for stochastic reaction-diffusion equations
read more
Chat with Paper
AI Agents for this Paper
Find similar papers on Google Scholar, PubMed and Arxiv
Write a critical review of this paper
Analyze citations of this paper to find unaddressed research gaps
Citations
A moderate deviation principle for 2-D stochastic Navier-Stokes equations
TL;DR: In this paper, the authors prove a central limit theorem and establish a moderate deviation principle for two-dimensional stochastic Navier-Stokes equations with multiplicative noise, and show that the weak convergence method plays an important role.
83
A moderate deviation principle for stochastic Volterra equation
TL;DR: In this paper, a moderate deviation principle for stochastic Volterra equation is established by using weak convergence approach, where a maximal inequality is used to define the maximal inequality.
22
Moderate deviations for neutral stochastic differential delay equations with jumps
Xiaocui Ma,Fubao Xi +1 more
TL;DR: In this paper, a moderate deviation principle for neutral stochastic differential delay equations driven by Poisson random measure is established and the weak convergence method introduced by Budhiraja et al. (2016) plays a key role.
12
Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
TL;DR: In this article, the authors consider the stochastic tidal dynamics equations perturbed by multiplicative Gaussian noise and discuss some asymptotic behaviors, including a central limit theorem and a moderate deviation.
12
Moderate deviations for stochastic models of two-dimensional second grade fluids
TL;DR: In this paper, the authors established a large deviation principle for stochastic models of incompressible second grade fluids and used the weak convergence method introduced by Budhiraja and Dupuis (Probab Math Statist 20:39-61, 2000).
12
References
•Book
Large Deviations Techniques and Applications
Amir Dembo,Ofer Zeitouni +1 more
- 27 Mar 1998
TL;DR: The LDP for Abstract Empirical Measures and applications-The Finite Dimensional Case and Applications of Empirically Measures LDP are presented.
6.2K
•Book
Stochastic Equations in Infinite Dimensions
Giuseppe Da Prato,Jerzy Zabczyk +1 more
- 01 Dec 1992
TL;DR: In this paper, the existence and uniqueness of nonlinear equations with additive and multiplicative noise was investigated. But the authors focused on the uniqueness of solutions and not on the properties of solutions.
4.7K
•Book
Random Perturbations of Dynamical Systems
M. I. Freĭdlin,A. D. Ventt︠s︡elʹ +1 more
- 01 Jan 1984
TL;DR: In this article, the authors introduce the concept of random perturbations in Dynamical Systems with a Finite Time Interval (FTI) and the Averaging Principle.