Modern Stochastics Theory and Applications · 2019 · 11 citations · 20 references
Natural SciencesBusiness EconomicsProbability TheoryStochastic ModelingStochastic ProcessesDiffusion ProcessesLarge DeviationsLimit TheoremsStochastic CalculusStochastic Differential EquationsWeak ConvergenceCentral Limit TheoremsLarge Deviation PrinciplesModerate DeviationsModerate Deviations AnalysisWeak Convergence Of Stochastic Processes
A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.
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