Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
DOI10.1090/TPMS/1167zbMATH Open1495.60056OpenAlexW4281285430WikidataQ113822483 ScholiaQ113822483MaRDI QIDQ5080407FDOQ5080407
Authors: Rémi Dhoyer, Ciprian A. Tudor
Publication date: 31 May 2022
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1167
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Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05)
Cites Work
- The Malliavin Calculus and Related Topics
- Normal approximations with Malliavin calculus. From Stein's method to universality
- Analysis of variations for self-similar processes. A stochastic calculus approach
- Wiener integrals with respect to the Hermite random field and applications to the wave equation
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
- Title not available (Why is that?)
- A central limit theorem for the stochastic wave equation with fractional noise
- Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
- Gaussian fluctuations for the stochastic heat equation with colored noise
- A central limit theorem for the stochastic heat equation
- The linear stochastic heat equation with Hermite noise
- Spatial average for the solution to the heat equation with Rosenblatt noise
Cited In (8)
- Central limit theorems for nonlinear stochastic wave equations in dimension three
- Central limit theorems for stochastic wave equations in dimensions one and two
- Spatial average for the solution to the heat equation with Rosenblatt noise
- The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems
- A central limit theorem for the stochastic wave equation with fractional noise
- Almost sure central limit theorems for stochastic wave equations
- Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
- Averaging 2D stochastic wave equation
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