Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$
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Publication:4985457
DOI10.1137/20M1350418zbMath1461.60048arXiv2007.01987OpenAlexW3154130718MaRDI QIDQ4985457
David Nualart, Fei Pu, Davar Khoshnevisan
Publication date: 23 April 2021
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.01987
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 (10)
Central limit theorems for parabolic stochastic partial differential equations ⋮ Spatial averages for the Parabolic Anderson model driven by rough noise ⋮ 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 ⋮ An almost sure central limit theorem for the parabolic Anderson model with delta initial condition ⋮ Gaussian fluctuation for spatial average of super-Brownian motion ⋮ A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes ⋮ 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 ⋮ Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
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