A central limit theorem for the stochastic cable equation
Soma Nishino

TL;DR
This paper proves a central limit theorem for the spatial average of solutions to a nonlinear stochastic cable equation driven by space-time white noise, using the Malliavin-Stein method, with results on convergence and conditions.
Contribution
It introduces a novel application of the Malliavin-Stein method to establish CLTs for nonlinear stochastic PDEs with mild conditions and verifies assumptions in specific cases.
Findings
Proves a CLT for the spatial average of the solution.
Establishes convergence in total variation distance.
Validates the technical assumption in a special case.
Abstract
We study one-dimensional nonlinear stochastic cable equations driven by a multiplicative space-time white noise. Using the Malliavin-Stein method, we prove a central limit theorem for the spatial average of the solution. The convergence is established in the total variation distance with mild conditions. We also establish a functional central limit theorem with a technical assumption. Furthermore, we show that this assumption holds in a special case.
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Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Nonlinear Differential Equations Analysis
