English

Central limit theorems for nonlinear stochastic wave equations in dimension three

Probability 2025-01-09 v2

Abstract

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation for the spatial average of the solution under the Wasserstein distance in the cases where the spatial correlation is given by an integrable function and by the Riesz kernel. In both cases we also establish functional central limit theorems.

Keywords

Cite

@article{arxiv.2206.12957,
  title  = {Central limit theorems for nonlinear stochastic wave equations in dimension three},
  author = {Masahisa Ebina},
  journal= {arXiv preprint arXiv:2206.12957},
  year   = {2025}
}

Comments

43 pages

R2 v1 2026-06-24T12:04:32.604Z