Averaging 2D stochastic wave equation

DOI10.1214/21-EJP672MaRDI QIDQ2243912zbMATH OpenFDO

Authors Raul Bolaños Guerrero, David Nualart, Guangqu Zheng

Publication date 11 November 2021

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.10346

zbMATH Keywords

central limit theoremMalliavin-Stein methodRiesz kernelstochastic wave equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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 $L^p$-estimate of Malliavin derivative, which is of independent interest.

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Cited in

(27)

• Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
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