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math.PR2026
A Rough Functional Breuer-Major Theorem
Henri Elad Altman, Tom Klose, Nicolas Perkowski
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Mal…
math.PR2026
Superdiffusive central limit theorem for a class of driven diffusive systems at the critical dimension
Giuseppe Cannizzaro, Tom Klose, Quentin Moulard
We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general…