Moderate deviations for a stochastic wave equation in dimension three
L. Cheng, R. Li, R. Wang, N. Yao

TL;DR
This paper establishes a central limit theorem and a moderate deviation principle for a three-dimensional stochastic wave equation driven by Gaussian noise, using the weak convergence approach.
Contribution
It introduces the first moderate deviation principle for a stochastic wave equation in three dimensions with Gaussian noise.
Findings
Proved a central limit theorem for the equation.
Established a moderate deviation principle.
Applied the weak convergence approach effectively.
Abstract
In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic wave equation defined on . This equation is driven by a Gaussian noise, white in time and correlated in space. The weak convergence approach plays an important role.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stochastic processes and statistical mechanics
