Spatial averages for the Parabolic Anderson model driven by rough noise
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Publication:4989422
zbMath1464.60019arXiv2010.05905MaRDI QIDQ4989422
David Nualart, Guangqu Zheng, Xiao-Ming Song
Publication date: 25 May 2021
Full work available at URL: https://arxiv.org/abs/2010.05905
Malliavin calculuscentral limit theoremFeynman-Kac formulaparabolic Anderson modelWiener chaos expansionfourth moment theoremsfractional rough noise
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)
Related Items (5)
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise ⋮ Averaging Gaussian functionals ⋮ Central limit theorems for heat equation with time-independent noise: The regular and rough cases ⋮ 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
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