Semilinear stochastic partial differential equations: Central limit theorem and moderate deviations
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DOI: 10.1002/mma.7224
Abstract: In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main… read more here.
Keywords: partial differential; semilinear stochastic; central limit; stochastic partial ... See more keywords
Central Limit Theorem and Moderate Deviations for a Class of Semilinear Stochastic Partial Differential Equations
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DOI: 10.1007/s10473-020-0518-6
Abstract: In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain the stochastic Burgers’ equation and the stochastic reaction-diffusion equation. The… read more here.
Keywords: theorem moderate; central limit; semilinear stochastic; stochastic partial ... See more keywords
Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays
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DOI: 10.3390/math9161956
Abstract: The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear… read more here.
Keywords: time optimal; time; semilinear stochastic; stochastic functional ... See more keywords