Central limit theorem for a class of SPDEs

Fatheddin, Parisa

doi:10.1017/s0021900200113439

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“…Recently, numerous mathematicians work on central limit theorem (CLT); see, e.g., [21,18,33]. Since moderate deviation principle (MDP) fills the gap between CLT scale and LDP scale, it has been gained much attention.…”

Section: Introduction and Main Resultsmentioning

confidence: 99%

Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth

2018

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In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation for a class of stochastic differential delay equations with small noises, where the coefficients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coefficients are polynomial growth with respect to the delay variables.

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Section: Introduction and Main Resultsmentioning

confidence: 99%