Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method

DOI10.1007/s40072-021-00224-8arXiv2008.02408OpenAlexW3215923100WikidataQ113898901 ScholiaQ113898901MaRDI QIDQ6163563

Fei Pu, Davar Khoshnevisan, David Nualart, Le Chen

Publication date: 26 June 2023

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.02408

zbMATH Keywords

Malliavin calculusergodicityStein's methodstochastic heat equationcentral limit theorem

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 (3)

Gaussian fluctuation for spatial average of super-Brownian motion ⋮ Feynman-Kac formula for iterated derivatives of the parabolic Anderson model ⋮ Unnamed Item

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