Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise

In this paper, we present a rate of convergence in the uniform norm for the densities of spatial averages of the solution to the d-dimensional parabolic Anderson model driven by a Gaussian multiplicative noise, which is white in time and has a spatial covariance given by the Riesz kernel. The proof is based on the combination of Malliavin calculus techniques and the Stein's method for normal approximations.