Spatial fluctuation for stochastic heat equation with H\"older coefficients

Abstract

In this paper, we establish associativity, spatial ergodicity and a central limit theorem for certain nonnegative solutions to the stochastic heat equation ∂t u=12∂x2 u+ uγ with γ∈ (0, 1). When γ=12, we derive a limit for the moment generating function of the spatial integral and provide a lower bound on the spatial growth of the solution.

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