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A Central Limit Theorem for the stochastic heat equation (1810.09492v1)
Published 22 Oct 2018 in math.PR
Abstract: We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal distribution as $R$ tends to infinity, after renormalization. We also show a functional version of this central limit theorem.
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