Central limit theorem for the solution to the heat equation with moving time-Reference-Cited by-同舟云学术

Central limit theorem for the solution to the heat equation with moving time

Published:2016-03 Issue:01 Volume:19 Page:1650005
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

Liu Junfeng¹,Tudor Ciprian A.²³

Affiliation:

1. School of Mathematics and Statistics, Nanjing Audit University, 86 West Yushan Rd., Pukou, Nanjing 211815, P. R. China

2. Laboratoire Paul Painlevé, Université de Lille 1, F-59655 Villeneuve d’Ascq, France

3. Department of Mathematics, Academy of Economical Studies, Bucharest, Romania

Abstract

We consider the solution to the stochastic heat equation driven by the time-space white noise and study the asymptotic behavior of its spatial quadratic variations with “moving time”, meaning that the time variable is not fixed and its values are allowed to be very big or very small. We investigate the limit distribution of these variations via Malliavin calculus.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025716500053

Reference11 articles.

1. Fractal Concepts in Surface Growth

2. Normal Approximations with Malliavin Calculus

3. Stein’s method on Wiener chaos

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