Central limit theorems for parabolic stochastic partial differential equations

DOI10.1214/21-AIHP1189zbMath1492.60076arXiv1912.01482OpenAlexW3213176225WikidataQ113751990 ScholiaQ113751990MaRDI QIDQ2155526

Fei Pu, Davar Khoshnevisan, David Nualart, Le Chen

Publication date: 15 July 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.01482

zbMATH Keywords

Malliavin calculusstochastic heat equationcentral limit theoremmetric entropyPoincaré inequalities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Spatial integral of the solution to hyperbolic Anderson model with time-independent noise ⋮ The law of the iterated logarithm for spatial averages of the stochastic heat equation ⋮ Feynman-Kac formula for iterated derivatives of the parabolic Anderson model ⋮ Stochastic heat equation with Ornstein-Uhlenbeck operator ⋮ Unnamed Item ⋮ 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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