A central limit theorem for nonlinear conservative SPDEs
Document Type
Article
Publication Date
1-1-2025
Abstract
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise coefficients including the square root. In several cases, the fluctuations of the solutions agree to first order with the fluctuations of certain interacting particle systems about their hydrodynamic limits.
Publication Source (Journal or Book title)
Stochastics and Partial Differential Equations Analysis and Computations
Recommended Citation
Clini, A., & Fehrman, B. (2025). A central limit theorem for nonlinear conservative SPDEs. Stochastics and Partial Differential Equations Analysis and Computations https://doi.org/10.1007/s40072-025-00359-y
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