Central limit theorems for parabolic stochastic partial differential equations
DOI10.1214/21-AIHP1189zbMath1492.60076arXiv1912.01482OpenAlexW3213176225WikidataQ113751990 ScholiaQ113751990MaRDI QIDQ2155526
Fei Pu, Davar Khoshnevisan, David Nualart, Le Chen
Publication date: 15 July 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.01482
Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)
Related Items (7)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the \(L^p\) norms of stochastic integrals and other martingales
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Gaussian fluctuations for the stochastic heat equation with colored noise
- A central limit theorem for the stochastic heat equation
- Comparison principle for stochastic heat equation on \(\mathbb{R}^{d}\)
- L\({}^ p\) estimates on iterated stochastic integrals
- Some Limit Theorems for Random Functions. I
- The Malliavin Calculus and Related Topics
- On the stochastic heat equation with spatially-colored random forcing
- Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$
- Markov Processes, Gaussian Processes, and Local Times
This page was built for publication: Central limit theorems for parabolic stochastic partial differential equations