CLT for approximating ergodic limit of SPDEs via a full discretization
DOI10.1016/j.spa.2022.11.015OpenAlexW4310553027MaRDI QIDQ2685900
Tonghe Dang, Chuchu Chen, Jialin Hong, Tau Zhou
Publication date: 23 February 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2022.11.015
central limit theoremPoisson equationstochastic partial differential equationfull discretizationergodic limit
Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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