Gaussian fluctuations for the wave equation under rough random perturbations

In this article, we consider the stochastic wave equation in spatial dimension d = 1 , with linear term σ ( u ) = u multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with Hurst index H ∈ ( 1 4 , 1 2 ) . First, we prove that the solution is strictly stationary and ergodic in the spatial variable. Then, we show that with proper normalization and centering, the spatial average of the solution converges to the standard normal distribution, and we estimate the rate of this convergence in the total variation distance. We also prove the corresponding functional convergence result.

Authors

Publication Details

Journal
Stochastic Processes and their Applications
Published
2025-01-16
DOI
https://doi.org/10.1016/j.spa.2025.104569
Citations
3
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
6.62

Funders

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Gaussian fluctuations for the wave equation under rough random perturbations

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3 citations
Stochastic Processes and their Applications
Stochastic processes and financial applications
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article

Gaussian fluctuations for the wave equation under rough random perturbations

Raluca M. Balan, Panqiu Xia, Wangjun Yuan, Jingyu Huang, Xiong Wang
article en
3 citations

Abstract

In this article, we consider the stochastic wave equation in spatial dimension d = 1 , with linear term σ ( u ) = u multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with Hurst index H ∈ ( 1 4 , 1 2 ) . First, we prove that the solution is strictly stationary and ergodic in the spatial variable. Then, we show that with proper normalization and centering, the spatial average of the solution converges to the standard normal distribution, and we estimate the rate of this convergence in the total variation distance. We also prove the corresponding functional convergence result.

Stochastic Processes and their ApplicationsVol. 182
National Science Foundation, Auburn University, Université du Luxembourg, Natural Sciences and Engineering Research Council of Canada
Climate action
Openalex Percentile: Top 5%
Stochastic processes and financial applications
6.62
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