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