A central limit theorem for nonlinear conservative SPDEs
Abstract We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise coefficients including the square root. In several cases, the fluctuations of the solutions agree to first order with the fluctuations of certain interacting particle systems about their hydrodynamic limits.
Authors
- Benjamin Fehrman (ORCID: https://orcid.org/0000-0002-0412-142X)
- Andrea Clini
Institutions
- Louisiana State University (US)
- University of Oxford (GB)
Publication Details
- Journal
- Stochastic Partial Differential Equations Analysis and Computations
- Published
- 2025-04-25
- DOI
- https://doi.org/10.1007/s40072-025-00359-y
- Citations
- 2
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 4.42