A central limit theorem for stochastic heat equations in random environment
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Abstract: In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem for finite-dimensional diffusions in random environment to this infinite-dimensional setting. Due to our result, a central limit theorem in sense with respect to the randomness of the environment holds under a diffusive time scaling. The limit distribution is a centered Gaussian law whose covariance operator is explicitly described. It concentrates only on the space of constant functions.
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Cited in
(9)- Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
- Central limit theorems for parabolic stochastic partial differential equations
- Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
- A central limit theorem for the stochastic heat equation
- An almost sure central limit theorem for the stochastic heat equation
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- An invariance principle for stochastic heat equations with periodic coefficients
- Central limit theorem for finite- and infinite-dimensional diffusions in ergodic environments
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
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