Acta Applicandae Mathematicae

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

Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise

  • Yumeng Li
  • Ran Wang
  • Shuguang Zhang


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.


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

Mathematics Subject Classification

60H15 60F05 60F10 



The authors are grateful to the anonymous referees for conscientious comments and corrections. Y. Li and S. Zhang were supported by Natural Science Foundation of China (11471304, 11401556). R. Wang was supported by Natural Science Foundation of China (11301498, 11431014).


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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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