Gaussian fluctuations of a nonlinear stochastic heat equation in dimension two
Probability
2024-01-01 v1
Abstract
We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale , and tuned logarithmically by a factor in its strength. We prove that, after centering and rescaling, the solution random field converges in distribution to an Edwards-Wilkinson limit as . The tool we used here is the Malliavin-Stein's method. We also give a functional version of this result.
Keywords
Cite
@article{arxiv.2204.13866,
title = {Gaussian fluctuations of a nonlinear stochastic heat equation in dimension two},
author = {Ran Tao},
journal= {arXiv preprint arXiv:2204.13866},
year = {2024}
}