Semilinear stochastic partial differential equations: central limit theorem and moderate deviations

Rangrang Zhang; Jie Xiong

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arXiv · 1904.00299

Semilinear stochastic partial differential equations: central limit theorem and moderate deviations

Rangrang Zhang·Jie Xiong

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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.

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Rangrang Zhang, Jie Xiong. 2019-03-30. Semilinear stochastic partial differential equations: central limit theorem and moderate deviations. https://arxiv.org/abs/1904.00299

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