Gaussian fluctuations of spatial averages of a system of stochastic heat equations
DOI10.1080/07362994.2024.2424339MaRDI QIDQ6668715
David Nualart, Bhargobjyoti Saikia
Publication date: 22 January 2025
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
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) PDEs with randomness, stochastic partial differential equations (35R60) Functional limit theorems; invariance principles (60F17)
Cites Work
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- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- A central limit theorem for the stochastic heat equation
- Existence and smoothness of the density for spatially homogeneous SPDEs
- Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
- Normal Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
- On a Generalization of a Stochastic Integral
- Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation
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