Acta Applicandae Mathematicae

, Volume 139, Issue 1, pp 59–80 | Cite as

Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise

Article

Abstract

In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic heat equations defined on [0,T]×[0,1]d. This equation is driven by a Gaussian noise, white in time and correlated in space.

Keywords

Stochastic heat equation Freidlin-Wentzell’s large deviation Moderate deviations Central limit theorem 

Mathematics Subject Classification

60H15 60F05 60F10 

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Copyright information

© Springer Science+Business Media Dordrecht 2014

Authors and Affiliations

  1. 1.Department of Statistics and FinanceUniversity of Science and Technology of ChinaHefeiChina
  2. 2.School of Mathematical SciencesUniversity of Science and Technology of ChinaHefeiChina

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