Central limit theorem for a fractional stochastic heat equation with spatially correlated noise

In this paper, we study the central limit theorem for a perturbed stochastic heat equation in the whole space R d , d ≥ 1 . This equation is driven by a Gaussian noise, which is white in time and correlated in space, and the differential operator is a fractional derivative operator. Burkholder’s ine...

Full description

Saved in:
Bibliographic Details
Published inAdvances in difference equations Vol. 2020; no. 1; pp. 1 - 9
Main Author Li, Yumeng
Format Journal Article
LanguageEnglish
Published Cham Springer International Publishing 04.03.2020
Springer Nature B.V
SpringerOpen
Subjects
Analysis
Central limit theorem
Difference and Functional Equations
Differential equations
Fractional derivative operator
Functional Analysis
Mathematics
Mathematics and Statistics
Operators (mathematics)
Ordinary Differential Equations
Partial Differential Equations
Random noise
Random variables
Stochastic heat equation
Theorems
Thermodynamics
Stochastic heat equation
Central limit theorem
60F10
60H15
60F05
Fractional derivative operator
Online AccessGet full text

Cover

More Information
Summary:In this paper, we study the central limit theorem for a perturbed stochastic heat equation in the whole space R d , d ≥ 1 . This equation is driven by a Gaussian noise, which is white in time and correlated in space, and the differential operator is a fractional derivative operator. Burkholder’s inequality plays an important role in the proof.
ISSN:1687-1847
1687-1839
1687-1847
DOI:10.1186/s13662-020-02562-8