Abstrakti
In this article we present a quantitative central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the cases of space-time white noise and the white-colored noise with spatial covariance given by the Riesz kernel or a bounded integrable function. We show that the spatial average over a ball of radius R converges, as R tends to infinity, after suitable renormalization, towards a Gaussian limit in the total variation distance. We also provide a functional central limit theorem. As such, we extend recently proved similar results for stochastic heat equation to the case of the fractional Laplacian and to the case of general noise.
Alkuperäiskieli | Englanti |
---|---|
Sivut | 223-254 |
Sivumäärä | 32 |
Julkaisu | Stochastics and Partial Differential Equations: Analysis and Computations |
Vuosikerta | 10 |
Numero | 1 |
Varhainen verkossa julkaisun päivämäärä | 7 kesäk. 2021 |
DOI - pysyväislinkit | |
Tila | Julkaistu - maalisk. 2022 |
OKM-julkaisutyyppi | A1 Julkaistu artikkeli, soviteltu |