Averaging 2d stochastic wave equation
classification
🧮 math.PR
keywords
centraldescribedequationlimitstochastictheoremwaveaverage
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We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of the solution. And we also establish a quantitative central limit theorem for the marginal and the rate of convergence is described by the total-variation distance. A fundamental ingredient in our proofs is the pointwise $L^p$-estimate of Malliavin derivative, which is of independent interest.
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