Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
From MaRDI portal
Publication:5863055
DOI10.1090/tran/8565zbMath1484.60070arXiv2008.08267OpenAlexW3096877997MaRDI QIDQ5863055
Publication date: 10 March 2022
Full work available at URL: https://arxiv.org/abs/2008.08267
Malliavin calculusStein's methodcentral limit theoremparabolic Anderson modelNeumann/Dirichlet/periodic boundary conditions
Central limit and other weak theorems (60F05) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (2)
Unnamed Item ⋮ The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
Uses Software
Cites Work
- Stein's method on Wiener chaos
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
- A central limit theorem for the stochastic wave equation with fractional noise
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- Gaussian fluctuations for the stochastic heat equation with colored noise
- A central limit theorem for the stochastic heat equation
- Averaging 2D stochastic wave equation
- Normal Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
- Introduction to Malliavin Calculus
- Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions