Probability, Ergodic Theory, Mathematical Physics Seminar

A central limit theorem for the stochastic heat equation

David Nualart, University of Kansas

Friday, November 2nd, 2018
3:00 PM - 4:00 PM
Hylan 1106A

Abstract: In this talk we present a central limit theorem for the space averages of the solution to a one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We obtain a rate of convergence in the total variation distance using Stein’s method combined with Malliavin calculus. We will also discuss a functional version of this central limit theorem.

Event contact: arjun dot krishnan at rochester dot edu