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

Advances in Difference Equations

article

Li, Yumeng¹ 

[1] School of Statistics and Mathematics, Zhongnan University of Economics and Law

关键词: Fractional derivative operator;    Stochastic heat equation;    Central limit theorem;   

DOI  :  10.1186/s13662-020-02562-8

学科分类：航空航天科学

来源: SpringerOpen

【 摘 要 】

In this paper, we study the central limit theorem for a perturbed stochastic heat equation in the whole space $\mathbb{R}^{d}$, $d\ge 1$. 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.

【 授权许可】

CC BY