Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3

DOI10.1214/20-ECP361zbMath1484.60069arXiv2007.12465OpenAlexW3111518582MaRDI QIDQ2064877

Guangqu Zheng, David Nualart

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.12465

zbMATH Keywords

Malliavin calculusergodicitystochastic wave equation

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Spatial averages for the Parabolic Anderson model driven by rough noise ⋮ Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise ⋮ Almost sure central limit theorems for stochastic wave equations ⋮ Quantitative central limit theorems for the parabolic Anderson model driven by colored noises ⋮ The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications

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• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• A central limit theorem for the stochastic wave equation with fractional noise
• Averaging Gaussian functionals
• Existence and smoothness of the density for spatially homogeneous SPDEs
• The Malliavin Calculus and Related Topics

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