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math.PR2022
Gaussian fluctuations of spatial averages of a system of stochastic heat equations
David Nualart, Bhargobjyoti Saikia
We consider a system of non-linear stochastic heat equations driven by an -dimensional space-time white noise on . In this paper we study the…
math.PR2022
Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations
David Nualart, Bhargobjyoti Saikia
The purpose of this paper is to establish the convergence in distribution of the normalized error in the Euler approximation scheme for stochastic Volterra equations driven by a st…