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T1 - A central limit theorem for the stochastic heat equation
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UR - http://hdl.handle.net/10138/335658
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A1 - Huang, Jingyu; Nualart, David; Viitasaari, Lauri
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Y1 - 2020
LA - eng
AB - We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from -R to R converges in total variance distance to a standard normal distribution as R tends to infinity, after renormalization. We also show a functional version of this central limit theorem. (C) 2020 Elsevier B.V. All rights reserved....
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KW - Stochastic heat equation; Central limit theorem; Malliavin calculus; Stein's method; CHAOTIC CHARACTER; 111 Mathematics
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