Moderate deviations for stochastic Kuramoto–Sivashinsky equation.

This paper aims to establish the central limit theorem and moderate deviation principle for the stochastic Kuramoto–Sivashinsky equation driven by multiplicative noise on a bounded domain. The moderate deviation principle is investigated using the weak convergence approach based on a variational representation for expected values of positive functionals of the Brownian motion. The approach relies on proving basic qualitative properties of controlled versions of the original stochastic partial differential equation which is under consideration. [ABSTRACT FROM AUTHOR]