Moderate deviations for a stochastic Burgers equation

DOI10.15559/19-VMSTA134zbMath1426.60031arXiv1807.09117OpenAlexW2883456540MaRDI QIDQ2326538

Rachid Belfadli, Lahcen Boulanba, Mohamed Mellouk

Publication date: 8 October 2019

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.09117

zbMATH Keywords

stochastic partial differential equationsspace-time white noiseweak convergence methodstochastic Burgers equationmoderate deviations principle

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Moderate deviations for stochastic Kuramoto–Sivashinsky equation ⋮ Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations ⋮ Central limit theorem and moderate deviation principle for stochastic scalar conservation laws ⋮ Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation ⋮ Mild solutions for the stochastic generalized Burgers-Huxley equation

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