An almost sure central limit theorem for the stochastic heat equation (Q2244568)

The authors consider the nonlinear stochastic heat equation (SPDE) driven by a multiplicative generalized Gaussian noise and with Lipschitz diffusion coefficient. Despite of extensive literature in central limit theorems for spatial averages of SPDEs, there are few results about the almost sure central limit theorem for stochastic heat equations. With this in mind, the goal of the paper is to prove an almost sure central limit theorem for spatial averages of the solution \(u\) of the heat equation under consideration. Spatial averages are of the form \(\int_{[0,N]^d} g(u(t, x))dx\) as \(N\to\infty\) for fixed \(t > 0\), where \(g\) is a globally Lipschitz function or belongs to a class of locally Lipschitz functions. Malliavin calculus and Poincaré-type inequality are the main tools of the proof.