Central limit theorems for nonlinear stochastic wave equations in dimension three

Publication date 26 June 2022

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)

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.

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