Article SCOPUS
Mathematical Communications  (2021)

Hermite spatial variations for the solution to the stochastic heat equation

Plaza, Francisco

Keywords: central limit theorem, malliavin calculus, stochastic heat equation, Hermite variations, space-time white noise

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.

Más información

Título según SCOPUS: Hermite spatial variations for the solution to the stochastic heat equation
Título de la Revista: Mathematical Communications
Volumen: 26
Número: 2
Editorial: Udruga Matematicara Osijek
Fecha de publicación: 2021
Página final: 270
Idioma: English
URL: https://www.mathos.unios.hr/mc/index.php/mc/article/view/4036
Notas: SCOPUS - Artículo aparece en wos, pero sistema no lo encuentra.