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Gaussian fields and stochastic heat equations
Differential and Integral Equations ( IF 1.8 ) Pub Date : 2020-09-15
S.V. Lototsky, A. Shah

The objective of the paper is to characterize the Gaussian free field as a stationary solution of the heat equation with additive space-time white noise. In the whole space, the investigation leads to other types of Gaussian fields, as well as interesting phenomena in dimensions one and two.

中文翻译:

高斯场和随机热方程

本文的目的是将高斯自由场表征为具有加性时空白噪声的热方程的平稳解。在整个空间中,研究导致了其他类型的高斯场,以及在维度一和维度二中的有趣现象。
更新日期:2020-09-15
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