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Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise

    https://doi.org/10.1142/S0219493718500363Cited by:8 (Source: Crossref)

    We study the asymptotic behavior of the spatial quadratic variation for the solution to the stochastic wave equation driven by additive space-time white noise. We prove that the sequence of its renormalized quadratic variations satisfies a central limit theorem (CLT for short). We obtain the rate of convergence for this CLT via the Stein–Malliavin calculus and we also discuss some consequences.

    AMSC: 60G15, 60H05, 0G18