An invariance principle for stochastic heat equations with periodic coefficients
Probability
2018-09-12 v2
Abstract
We investigate the asymptotic behaviors of the solution to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional settings. Due to our results, converges weakly to a centered Gaussian variable whose covariance operator is described through Poisson equations. Different from the finite-dimensional case, the fluctuation in space vanishes in the limit distribution. Furthermore, we verify the tightness and present an invariance principle for as .
Keywords
Cite
@article{arxiv.1505.03391,
title = {An invariance principle for stochastic heat equations with periodic coefficients},
author = {Lu Xu},
journal= {arXiv preprint arXiv:1505.03391},
year = {2018}
}