Fei Pu

activity

20182020

most citedSpatial ergodicity for SPDEs via a Poincaré-type inequality

13 citations · 20 across the 3 of their papers we have counts for

collaborators

5 papers

math.PR2020★ 7 cited

Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method

Le Chen, Davar Khoshnevisan, David Nualart +1

Suppose that ${u (t, x)}_{t > 0, x \in R^{d}}$ is the solution to a $d$ -dimensional stochastic heat equation driven by a Gaussian noise that is white in time and has a spat…

math.PR2019

Spatial ergodicity for SPDEs via Poincaré-type inequalities

Le Chen, Davar Khoshnevisan, David Nualart +1

Consider a parabolic stochastic PDE of the form $\partial_{t} u = \frac{1}{2} Δ u + σ (u) η$ , where $u = u (t, x)$ for $t \geq 0$ and $x \in R^{d}$ , $σ : R \to R$ is…

math.PR2019★ 13 cited

Spatial ergodicity for SPDEs via a Poincaré-type inequality

Le Chen, Davar Khoshnevisan, Fei Pu

Consider a parabolic stochastic PDE of the form $\partial_{t} u = \frac{1}{2} Δ u + σ (u) η$ , where $u = u (t, x)$ for $t \geq 0$ and $x \in R^{d}$ , $σ : R \to R$ is Lipschit…

math.PR2018

On the density of the supremum of the solution to the linear stochastic heat equation

Robert Dalang, Fei Pu

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of…