Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821): Difference between revisions

The authors considers parabolic SPDEs driven by a space time white Gaussian noise. In particular, they investigate the existence and regularity of solutions to \[ \frac d{dt} u(t,x) = \mathcal{L}_pu(t,x)+ \dot W(t,x),\quad u(0,\cdot)=u_0(x), \] where \[\mathcal{L}_\rho:=\frac 1{2r(x)} \frac d {dx} \Big(R(x)\frac d {dx}\Big), \] \(r\) and \(R\) are only measurable and strictly bounded from below. Next, the proof an almost sure central limit theorem for recentered sums by the Stein-Malliavin calculus. Finally, they investigate the regularity if \(r\) and \(R\) are piecewise constant functions, i.e., \[r(x)=2\rho(x) \quad \mbox{and} \quad R(x)= \rho(x) A(x), \] where \(A(x)=a_11_{x\le 0}+a_2 1_{x<0}\) and \(\rho(x)=\rho_11_{x\le 0}+\rho_2 1_{x<0}\).