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...
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Published in | Advances in difference equations Vol. 2020; no. 1; pp. 1 - 9 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Cham
Springer International Publishing
04.03.2020
Springer Nature B.V SpringerOpen |
Subjects | |
Online Access | Get full text |
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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 |