Central limit theorems for nonlinear stochastic wave equations in dimension three
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Publication:6403191
arXiv2206.12957MaRDI QIDQ6403191FDOQ6403191
Authors: Masahisa Ebina 
Publication date: 26 June 2022
Abstract: In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation for the spatial average of the solution under the Wasserstein distance in the cases where the spatial correlation is given by an integrable function and by the Riesz kernel. In both cases we also establish functional central limit theorems.
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)
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