Original scientific paper

Hermite spatial variations for the solution to the stochastic heat equation

Héctor Araya ; Instituto de Estad´ıstica, Facultad de Ciencias, Universidad de Valparaiso, Valparaiso, Chile
Johanna Garzón ; Departamento de Matem´aticas, Universidad Nacional de Colombia, Colombia
Nicolás Moreno ; Departamento de Ciencias Matem´aticas, Universidad EAFIT, Medellin, Colombia
Francisco Plaza ; Instituto de Fomento Pesquero, Almte, Chile

Abstract

In this paper, we study the Hermite spatial variations for the solution to the stochastic heat equation with space-time white noise. We prove that these variations satisfy a central limit theorem and we obtain almost sure central limit theorem.

Keywords

Stochastic heat equation; Central limit theorem; Hermite variations; Malliavin calculus; Space-time white noise

Hrčak ID:

261518

URI

https://hrcak.srce.hr/261518

Publication date:

26.8.2021.

Visits: 464 *