Central limit theorem for a fractional stochastic heat equation with spatially correlated noise

Central limit theorem for a fractional stochastic heat equation with spatially correlated noise

In this paper, we study the central limit theorem for a perturbed stochastic heat equation in the whole space R d , d ≥ 1 . This equation is driven by a Gaussian noise, which is white in time and correlated in space, and the differential operator is a fractional derivative operator. Burkholder’s ine...

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Veröffentlicht in:Advances in difference equations 2020-03, Vol.2020 (1), p.1-9, Article 101
1. Verfasser: Li, Yumeng
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Central limit theorem
Difference and Functional Equations
Differential equations
Fractional derivative operator
Functional Analysis
Mathematics
Mathematics and Statistics
Operators (mathematics)
Ordinary Differential Equations
Partial Differential Equations
Random noise
Random variables
Stochastic heat equation
Theorems
Thermodynamics
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Beschreibung
Zusammenfassung:In this paper, we study the central limit theorem for a perturbed stochastic heat equation in the whole space R d , d ≥ 1 . This equation is driven by a Gaussian noise, which is white in time and correlated in space, and the differential operator is a fractional derivative operator. Burkholder’s inequality plays an important role in the proof.
ISSN:1687-1847
1687-1839
1687-1847
DOI:10.1186/s13662-020-02562-8