A central limit theorem for stochastic heat equation
We study the stochastic heat equation on the real line
(where W is a space time white noise and σ is differentiable with a bounded derivative).
The main result of this talk is that: the spatial integral converges to a Gaussian
distribution as R -> ∞, after renormalization. It is proved using Stein’s method and Malliavin
calculus, which will be introduced in the talk. This result is based on a joint work with
Nualart and Viitasaari.