Central limit theorems for nonlinear stochastic wave equations in dimension three
From MaRDI portal
Publication:6571444
Recommendations
- Central limit theorems for stochastic wave equations in dimensions one and two
- Almost sure central limit theorems for stochastic wave equations
- A central limit theorem for the stochastic wave equation with fractional noise
- Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
- Moderate deviations for a stochastic wave equation in dimension three
Cites work
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 1889798 (Why is no real title available?)
- scientific article; zbMATH DE number 3240665 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- scientific article; zbMATH DE number 3414757 (Why is no real title available?)
- A central limit theorem for the stochastic heat equation
- A central limit theorem for the stochastic wave equation with fractional noise
- Analysis in Banach Spaces
- Analysis of stochastic partial differential equations
- Averaging 2D stochastic wave equation
- Averaging Gaussian functionals
- Central limit theorems for parabolic stochastic partial differential equations
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
- Central limit theorems for stochastic wave equations in dimensions one and two
- Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Foundations of modern probability. In 2 volumes
- Gaussian fluctuations for the stochastic heat equation with colored noise
- Introduction to Malliavin calculus
- Limit theorems for time-dependent averages of nonlinear stochastic heat equations
- Measure theory. Vol. I and II
- Normal approximations with Malliavin calculus. From Stein's method to universality
- On Hölder continuity of the solution of stochastic wave equations in dimension three
- Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
- Quantitative normal approximations for the stochastic fractional heat equation
- Spatial averages for the Parabolic Anderson model driven by rough noise
- Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
- Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\)
- Stochastic integrals for SPDEs: a comparison
- The Malliavin Calculus and Related Topics
- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
This page was built for publication: Central limit theorems for nonlinear stochastic wave equations in dimension three
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6571444)