Central limit theorem for the solution to the heat equation with moving time

DOI10.1142/S0219025716500053zbMath1335.60113MaRDI QIDQ2797888

Ciprian A. Tudor, Jun-Feng Liu

Publication date: 1 April 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityMalliavin calculusStein's methodstochastic heat equationcentral limit theoremmultiple Wiener-Itō integrals

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)

Related Items (4)

High-frequency analysis of parabolic stochastic PDEs ⋮ Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise ⋮ Parameter estimation for SPDEs based on discrete observations in time and space ⋮ Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise

Cites Work

• Recent developments on stochastic heat equation with additive fractional-colored noise
• Analysis of Variations for Self-similar Processes
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Unnamed Item

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