Central Limit Theorem for Stochastic Nonlinear Heat Equation with Pure-Jump Lévy White Noise

Source abstract

In this article, we consider the stochastic nonlinear heat equation driven by Lévy space-time white noise in dimension one. For the spatial average of the solution, we prove quantitative and functional central limit theorems under $m_1+m_{2p}<\infty$ for some $p\in(1,\frac{3}{2})$. These results extend the Gaussian fluctuation theory for the parabolic Anderson model to the nonlinear setting. The main new feature is a minimum-type term in the second Malliavin derivative estimate caused by the nonlinear coefficient.