In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem for finite-dimensional diffusions in random environment to this infinite-dimensional setting. Due to our result, a central limit theorem in $L^1$ sense with respect to the randomness of the environment holds under a diffusive time scaling. The limit distribution is a centered Gaussian law whose covariance operator is explicitly described. The distribution concentrates only on the space of constant functions.

A central limit theorem for stochastic heat equations in random environment

Lu Xu
2018-01-01

Abstract

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem for finite-dimensional diffusions in random environment to this infinite-dimensional setting. Due to our result, a central limit theorem in $L^1$ sense with respect to the randomness of the environment holds under a diffusive time scaling. The limit distribution is a centered Gaussian law whose covariance operator is explicitly described. The distribution concentrates only on the space of constant functions.
2018
stochastic heat equation, random environment, central limit theorem
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12571/31084
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