Moderate Deviation for Maximum Likelihood Estimator in the Parabolic Stochastic Partial Differential Equations Driven by Additive Fractional Brownian Motion

In this article, using the limit theory of martingales, we study the moderate deviation for maximum likelihood estimator of unknown parameter in the stochastic partial differential equation driven by additive fractional Brownian motion with Hurst parameter , and the rate function can be calculated. Moreover, we apply our main result to several examples.