Cover Image

A central limit theorem for the stochastic cable equation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Nishino, Soma
Format:	Preprint
Published:	2025
Subjects:	Probability 60H15 (Primary) 60F05, 60H07 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Central limit theorems for stochastic wave equations in high dimensions
by: Ebina, Masahisa
Published: (2023)

Central limit theorems for nonlinear stochastic wave equations in dimension three
by: Ebina, Masahisa
Published: (2022)

Optimal local central limit theorems on Wiener chaos
by: Ebina, Masahisa, et al.
Published: (2025)

Stochastic Calculus as Operator Factorization An Operator-Covariant Derivative and Unified Representation
by: Fontes, Ramiro
Published: (2026)

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Stable limit theorems on the Poisson space
by: Herry, Ronan
Published: (2019)

Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
by: Piernot, Colin, et al.
Published: (2026)

New bounds for normal approximation on product spaces with applications to monochromatic edges, random sums and an infinite de Jong CLT
by: Döbler, Christian
Published: (2024)

Higher order integration by parts formulae for Wiener measures on a path space between two curves
by: Ishitani, Kensuke, et al.
Published: (2024)

Malliavin Calculus for the stochastic heat equation and results on the density
by: Farazakis, D., et al.
Published: (2024)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
by: Burés, Òscar, et al.
Published: (2024)

Multivariate Second-Order $p$-Poincaré Inequalities
by: Trauthwein, Tara
Published: (2024)

Non-central limit of densities of some functionals of Gaussian processes
by: Bourguin, Solesne, et al.
Published: (2024)

Generalized delayed Black and Scholes Formula
by: Golé, Hubert Le Bi, et al.
Published: (2025)

Edwards-Wilkinson fluctuations in subcritical 2D stochastic heat equations
by: Dunlap, Alexander, et al.
Published: (2024)

Derivation of stochastic Burgers on the line with a Dirichlet boundary condition at the origin
by: Bernardin, Cédric, et al.
Published: (2025)

Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
by: Gaudlitz, Sascha
Published: (2023)

Almost sure central limit theorems via chaos expansions and related results
by: Maini, Leonardo, et al.
Published: (2025)

A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
by: Es-Sebaiy, Khalifa
Published: (2024)

In search of necessary and sufficient conditions to solve parabolic Anderson model with rough noise
by: Liu, Shuhui, et al.
Published: (2022)

Quantitative bounds for high-dimensional non-linear functionals of Gaussian processes
by: Basse-O'Connor, Andreas, et al.
Published: (2025)

Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by: Friesen, Martin, et al.
Published: (2024)

Small ball probabilities for the stochastic heat equation with colored noise
by: Chen, Jiaming
Published: (2022)

Large deviations of fully local monotone stochastic partial differential equations driven by gradient-dependent noise
by: Pan, Tianyi, et al.
Published: (2022)

Stochastic Calculus via Stopping Derivatives
by: Simpson, Alex
Published: (2025)

Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets
by: Belfadli, Rachid, et al.
Published: (2026)

New approach to optimal control of delayed stochastic Volterra integral equations
by: Konan, Roméo Kouassi, et al.
Published: (2026)

Density convergence of spatial average of solution to a one dimensional stochastic wave equation
by: Sun, Chengbo, et al.
Published: (2025)

Weak convergence of stochastic integrals with applications to SPDEs
by: Bardina, Xavier, et al.
Published: (2025)

Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

On the large-time behaviour of affine Volterra processes
by: Jacquier, Antoine, et al.
Published: (2022)

Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
by: Hima, Abdoulaye Soumana, et al.
Published: (2020)

Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by: Janák, Josef, et al.
Published: (2023)

Improper Poisson integral of the sinc function
by: Szulga, Jerzy
Published: (2025)

Stochastic Burgers equation driven by multiplicative Rosenblatt noise: local existence, uniqueness and regularity
by: Lechiheb, Atef
Published: (2026)

Convergence of stochastic integrals with applications to transport equations and conservation laws with noise
by: Karlsen, Kenneth H., et al.
Published: (2024)

Fluctuations of stochastic PDEs with long-range correlations
by: Gerolla, Luca, et al.
Published: (2023)

Hölder regularity for a class of nonlinear stochastic heat equations
by: Surendranath, Sudheesh
Published: (2025)