Moderate deviations for a fractional stochastic heat equation with spatially correlated noise-Reference-Cited by-同舟云学术

Moderate deviations for a fractional stochastic heat equation with spatially correlated noise

Published:2017-05-04 Issue:04 Volume:17 Page:1750025
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Li Yumeng¹,Wang Ran²,Yao Nian³,Zhang Shuguang⁴

Affiliation:

1. School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, Hubei 430073, P. R. China

2. School of Mathematics and Statistics, Wuhan University, Wuhan, Hubei 430072, P. R. China

3. School of Mathematics and Statistics, Shenzhen University, Shenzhen, Guangdong 518060, P. R. China

4. Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, P. R. China

Abstract

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space [Formula: see text]. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential operator is a fractional derivative operator. The weak convergence method plays an important role.

Funder

National Natural Science Foundation of China (CN)

Fundamental Research Funds for the Central Universities

Natural Science Foundation of China

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493717500253

Reference28 articles.

1. Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations