Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
From MaRDI portal
Publication:2057449
DOI10.1186/s13662-020-02562-8zbMath1482.60087OpenAlexW3032575012MaRDI QIDQ2057449
Publication date: 6 December 2021
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-02562-8
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional derivatives and integrals (26A33) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic integrals for SPDEs: a comparison
- On the martingale problem for generators of stable processes with perturbations
- Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Moderate deviations for a stochastic wave equation in dimension three
- Fractal first-order partial differential equations
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Asymptotic behaviors for functionals of random dynamical systems
- Large deviations for a fractional stochastic heat equation in spatial dimension ℝd driven by a spatially correlated noise
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Central limit theorem for a fractional stochastic heat equation with spatially correlated noise