Averaging 2D stochastic wave equation
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Abstract: We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of the solution. And we also establish a quantitative central limit theorem for the marginal and the rate of convergence is described by the total-variation distance. A fundamental ingredient in our proofs is the pointwise -estimate of Malliavin derivative, which is of independent interest.
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Cited in
(17)- Stratonovich solution for the wave equation
- Gaussian fluctuation for spatial average of super-Brownian motion
- Central limit theorems for nonlinear stochastic wave equations in dimension three
- Averaging principle for the wave equation driven by a stochastic measure
- Central limit theorems for heat equation with time-independent noise: The regular and rough cases
- Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
- Regularity of the sample paths of a class of second-order SPDE's
- Central limit theorems for stochastic wave equations in dimensions one and two
- Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
- Stochastic wave equation with Lévy white noise
- Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
- Averaging Gaussian functionals
- Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
- Convergence of the increments of a stochastic integral associated to the stochastic wave equation
- Almost sure central limit theorems for stochastic wave equations
- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
- Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
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