Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A central limit theorem for the stochastic heat equation - MaRDI portal

A central limit theorem for the stochastic heat equation

From MaRDI portal
Publication:2229683

DOI10.1016/j.spa.2020.07.010zbMath1458.60072arXiv1810.09492OpenAlexW3043541566MaRDI QIDQ2229683

Lauri Viitasaari, Jingyu Huang, David Nualart

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.09492




Related Items (31)

Quantitative normal approximations for the stochastic fractional heat equationSpatial average for the solution to the heat equation with Rosenblatt noisePathwise large deviations for white noise chaos expansionsCentral limit theorems for parabolic stochastic partial differential equationsConvergence of densities of spatial averages of stochastic heat equationCentral limit theorems for stochastic wave equations in dimensions one and twoSpatial averages for the Parabolic Anderson model driven by rough noiseNon-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noiseSpatial integral of the solution to hyperbolic Anderson model with time-independent noiseAveraging Gaussian functionalsContinuity in law for solutions of SPDES with space-time homogeneous Gaussian noiseThe law of the iterated logarithm for spatial averages of the stochastic heat equationAlmost sure central limit theorems for stochastic wave equationsCentral limit theorems for heat equation with time-independent noise: The regular and rough casesAn almost sure central limit theorem for the parabolic Anderson model with delta initial conditionGaussian fluctuation for spatial average of super-Brownian motionCentral limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's methodFeynman-Kac formula for iterated derivatives of the parabolic Anderson modelUnnamed ItemUnnamed ItemAveraging 2D stochastic wave equationAn almost sure central limit theorem for the stochastic heat equationExistence of density for the stochastic wave equation with space-time homogeneous Gaussian noiseLarge time asymptotic properties of the stochastic heat equationSpatial ergodicity and central limit theorems for parabolic Anderson model with delta initial conditionSpatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$Limit theorems for time-dependent averages of nonlinear stochastic heat equationsSpatial ergodicity for SPDEs via Poincaré-type inequalitiesQuantitative central limit theorems for the parabolic Anderson model driven by colored noisesThe hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applicationsGaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions



Cites Work


This page was built for publication: A central limit theorem for the stochastic heat equation