Gaussian fluctuations for the wave equation under rough random perturbations

Raluca M. Balan, Jingyu Huang, Xiong Wang, Panqiu Xia and Wangjun Yuan

Stochastic Processes and their Applications, 2025, vol. 182, issue C

Abstract: In this article, we consider the stochastic wave equation in spatial dimension d=1, with linear term σ(u)=u multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with Hurst index H∈(14,12). First, we prove that the solution is strictly stationary and ergodic in the spatial variable. Then, we show that with proper normalization and centering, the spatial average of the solution converges to the standard normal distribution, and we estimate the rate of this convergence in the total variation distance. We also prove the corresponding functional convergence result.

Keywords: Stochastic wave equation; Rough noise; Malliavin calculus; Stein’s method (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104569

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