Central limit theorems for parabolic stochastic partial differential equations-Reference-Cited by-同舟云学术

Central limit theorems for parabolic stochastic partial differential equations

Published:2022-05-01 Issue:2 Volume:58 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Chen Le¹,Khoshnevisan Davar²,Nualart David³,Pu Fei⁴

Affiliation:

1. Emory University, United States of America

2. University of Utah, United States of America

3. University of Kansas, United States of America

4. Beijing Normal University, China

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference22 articles.

1. P. Billingsley. Convergence of Probability Measures, 2nd edition. John Wiley, New York, 1999.

2. R. C. Bradley. Introduction to Strong Mixing Conditions, 1. Kendrick Press, Heber City, Utah, 2007.

3. D. L. Burkholder, B. J. Davis and R. F. Gundy. Integral inequalities for convex functions of operators on martingales. In Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability II 223–240. University of California Press, Berkeley, California, 1972.

4. E. Carlen and P. Krée. ${L^{p}}$ estimates on iterated stochastic integrals. Ann. Probab. 19 (1) (1991) 354–368.

5. L. Chen and J. Huang. Comparison principle for stochastic heat equation on ${\mathbb{R}^{d}}$ . Ann. Probab. 47 (2) (2019) 98–1035.

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