Hermite spatial variations for the solution to the stochastic heat equation

Héctor Araya; Johanna Garzón; Nicolás Moreno; Francisco Plaza

Hermite spatial variations for the solution to the stochastic heat equation

Héctor Araya, Johanna Garzón, Nicolás Moreno, Francisco Plaza

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we study Hermite spatial variations for the solution to the stochastic heat equation with space-time white noise. We prove that these variations satisfy the central limit theorem and we obtain the almost sure central limit theorem.

Original language	English
Pages (from-to)	253-270
Number of pages	18
Journal	Mathematical Communications
Volume	26
Issue number	2
State	Published - 2021
Externally published	Yes

Keywords

Central limit theorem
Hermite variations
Malliavin calculus
Space-time white noise
Stochastic heat equation

Cite this

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title = "Hermite spatial variations for the solution to the stochastic heat equation",

abstract = "In this paper, we study Hermite spatial variations for the solution to the stochastic heat equation with space-time white noise. We prove that these variations satisfy the central limit theorem and we obtain the almost sure central limit theorem.",

keywords = "Central limit theorem, Hermite variations, Malliavin calculus, Space-time white noise, Stochastic heat equation",

author = "H{\'e}ctor Araya and Johanna Garz{\'o}n and Nicol{\'a}s Moreno and Francisco Plaza",

note = "Publisher Copyright: {\textcopyright} 2021 Department of Mathematics, University of Osijek.",

year = "2021",

language = "English",

volume = "26",

pages = "253--270",

journal = "Mathematical Communications",

issn = "1331-0623",

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T1 - Hermite spatial variations for the solution to the stochastic heat equation

AU - Araya, Héctor

AU - Garzón, Johanna

AU - Moreno, Nicolás

AU - Plaza, Francisco

PY - 2021

Y1 - 2021

N2 - In this paper, we study Hermite spatial variations for the solution to the stochastic heat equation with space-time white noise. We prove that these variations satisfy the central limit theorem and we obtain the almost sure central limit theorem.

AB - In this paper, we study Hermite spatial variations for the solution to the stochastic heat equation with space-time white noise. We prove that these variations satisfy the central limit theorem and we obtain the almost sure central limit theorem.

KW - Central limit theorem

KW - Hermite variations

KW - Malliavin calculus

KW - Space-time white noise

KW - Stochastic heat equation

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M3 - Article

AN - SCOPUS:85113955957

SN - 1331-0623

VL - 26

SP - 253

EP - 270

JO - Mathematical Communications

JF - Mathematical Communications

IS - 2

ER -

Hermite spatial variations for the solution to the stochastic heat equation

Abstract

Keywords

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