Gaussian fluctuation for spatial average of super-Brownian motion

DOI10.1080/07362994.2022.2079530MaRDI QIDQ6135044zbMATH OpenOpenAlexWikidataFDO

Authors Zenghu Li, Fei Pu

Publication date 25 July 2023

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.08423

zbMATH Keywords

central limit theoremstochastic heat equationsuper-Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Superprocesses (60J68)

Abstract: Let ${u(t,,x)}_{(t,x)inmathbb{R}_{+}imesmathbbR}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $Noinfty$, the normalized spatial integral $N^{-1/2}in{t}_0^{xN}[u(t,,z)-1]mdz$ converges jointly in $(t,x)$ to Brownian sheet in distribution.

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Cited in

(2)

• Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
• Moment asymptotics for super-Brownian motions

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