A central limit theorem for the stochastic wave equation with fractional noise

DOI10.1214/20-AIHP1069zbMath1466.60127arXiv1812.05019MaRDI QIDQ2028967

Guangqu Zheng, David Nualart, Francisco J. Delgado-Vences

Publication date: 3 June 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.05019

zbMATH Keywords

Malliavin calculusStein's methodcentral limit theoremstochastic wave equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
• Stochastic calculus with anticipating integrands
• L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Integration questions related to fractional Brownian motion
• Renormalized self-intersection local time for fractional Brownian motion
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Introduction to Malliavin Calculus
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

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