Spatial average for the solution to the heat equation with Rosenblatt noise

Rémi Dhoyer
Vendredi, 11 Mars, 2022 - 14:00 - 15:00

We consider the stochastic heat equation driven by a Rosenblatt sheet and we study the limit behavior in distribution of the spatial average of the solution. By analyzing the cumulants of the solution, we prove that the spatial average converges weakly, in the space of continuous functions, to a Rosenblatt process.