Oscillatory Breuer–Major theorem with application to the random corrector problem

DOI10.3233/ASY-191575zbMath1472.60065arXiv1904.09467MaRDI QIDQ5135343

David Nualart, Guangqu Zheng

Publication date: 20 November 2020

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.09467

zbMATH Keywords

Malliavin calculusoscillatory integralrandom homogenizationBreuer-Major theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonlinear boundary value problems for ordinary differential equations (34B15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Averaging Gaussian functionals ⋮ Asymptotic covariances for functionals of weakly stationary random fields ⋮ Averaging 2D stochastic wave equation

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