The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property
| dc.creator | Balan, Raluca | |
| dc.creator | Kim, Doyoon | |
| dc.date | 2008-06-11 | |
| dc.date.accessioned | 2026-07-07T09:43:59Z | |
| dc.date.available | 2026-07-07T09:43:59Z | |
| dc.description | Let $u=\{u(t,x);t \in [0,T], x \in {\mathbb{R}}^{d}\}$ be the process solution of the stochastic heat equation $u_{t}=Δu+ \dot F, u(0,\cdot)=0$ driven by a Gaussian noise $\dot F$, which is white in time and has spatial covariance induced by the kernel $f$. In this paper we prove that the process $u$ is locally germ Markov, if $f$ is the Bessel kernel of order $α=2k,k \in \bN_{+}$, or $f$ is the Riesz kernel of order $α=4k,k \in \bN_{+}$. | |
| dc.description | 20 pages | |
| dc.identifier | https://arxiv.org/abs/0806.1898 | |
| dc.identifier | http://arxiv.org/abs/0806.1898 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/162714 | |
| dc.subject | Probability | |
| dc.subject | 60H15; 60G60 | |
| dc.title | The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property | |
| dc.type | text |