Averaging Gaussian functionals
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Publication:2184611
DOI10.1214/20-EJP453zbMath1441.60049arXiv1910.00750MaRDI QIDQ2184611
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.00750
Malliavin calculusstochastic heat equationcentral limit theoremRiesz kernelBreuer-Major theoremDalang's condition
Gaussian processes (60G15) 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)
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