A central limit theorem for the stochastic wave equation with fractional noise (Q2028967)
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English | A central limit theorem for the stochastic wave equation with fractional noise |
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A central limit theorem for the stochastic wave equation with fractional noise (English)
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3 June 2021
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Consider the one-dimensional stochastic heat equation on an interval \([-R,R]\) for \(R>0\) driven by multiplicative fractional Brownian motion with Hurst parameter \(H\in [\frac 1 2, 1]\). Under reasonable conditions the paper proves that when \(R\to\infty\), the normalized spatial average of the solution converges in the total variation distance to a normal distribution, and moreover establishes a fractional central limit theorem.
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stochastic wave equation
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central limit theorem
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Malliavin calculus
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Stein's method
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