Moderate deviation principle for a class of stochastic partial differential equations

2016 ◽  
Vol 53 (1) ◽  
pp. 279-292 ◽  
Author(s):  
Parisa Fatheddin ◽  
Jie Xiong
Keyword(s):  
Brownian Motion ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Moderate Deviation ◽  
Partial Differential ◽  
Moderate Deviation Principle ◽  
Lipschitz Continuous ◽  
Deviation Principle ◽  
Super Brownian Motion

Abstract We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and the Fleming–Viot process.

Moderate deviation principle for multivalued stochastic differential equations

2019 ◽  
Vol 20 (03) ◽  
pp. 2050015 ◽  
Author(s):  
Hua Zhang
Keyword(s):  
Brownian Motion ◽  
Weak Convergence ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Moderate Deviation ◽  
Reflected Brownian Motion ◽  
Moderate Deviation Principle ◽  
Deviation Principle ◽  
Weak Convergence Approach

In this paper, we prove a moderate deviation principle for the multivalued stochastic differential equations whose proof are based on recently well-developed weak convergence approach. As an application, we obtain the moderate deviation principle for reflected Brownian motion.

scholarly journals Central limit theorem for a class of SPDEs

2015 ◽  
Vol 52 (3) ◽  
pp. 786-796 ◽  
Author(s):  
Parisa Fatheddin
Keyword(s):  
Brownian Motion ◽  
Central Limit Theorem ◽  
Partial Differential Equations ◽  
Limit Theorem ◽  
Differential Equations ◽  
Central Limit ◽  
Stochastic Partial Differential Equations ◽  
Population Models ◽  
The Central Limit Theorem ◽  
Super Brownian Motion

In this paper we establish the central limit theorem for a class of stochastic partial differential equations and as an application derive this theorem for two widely studied population models: super-Brownian motion and the Fleming-Viot process.

Reflected stochastic partial differential equations with jumps

2021 ◽  
pp. 2250002
Author(s):  
Hongchao Qian ◽  
Jun Peng
Keyword(s):  
Brownian Motion ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Existence And Uniqueness ◽  
Random Measure ◽  
Poisson Random Measure ◽  
Uniqueness Of Solutions ◽  
Partial Differential ◽  
Penalization Method

In this paper, we establish the existence and uniqueness of solutions of reflected stochastic partial differential equations (SPDEs) driven both by Brownian motion and by Poisson random measure in a convex domain. Penalization method plays a crucial role.

Sign in / Sign up

Export Citation Format

Share Document