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.

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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
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article

A central limit theorem for nonlinear conservative SPDEs

Benjamin Fehrman, Andrea Clini
2 citations
Stochastic Partial Differential Equations Analysis and Computations
Stochastic processes and financial applications
4.42
article

A central limit theorem for nonlinear conservative SPDEs

Benjamin Fehrman, Andrea Clini
article en
2 citations

Abstract

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.

Stochastic Partial Differential Equations Analysis and ComputationsVol. 13(3)
Louisiana State University (US), University of Oxford (GB)
Openalex Percentile: Top 7%
Stochastic processes and financial applications
4.42
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