September/October 2020 Gaussian fields and stochastic heat equations
S.V. Lototsky, A. Shah
Differential Integral Equations 33(9/10): 527-554 (September/October 2020). DOI: 10.57262/die/1600135325

Abstract

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.

Citation

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S.V. Lototsky. A. Shah. "Gaussian fields and stochastic heat equations." Differential Integral Equations 33 (9/10) 527 - 554, September/October 2020. https://doi.org/10.57262/die/1600135325

Information

Published: September/October 2020
First available in Project Euclid: 15 September 2020

zbMATH: 07250706
MathSciNet: MR4149520
Digital Object Identifier: 10.57262/die/1600135325

Subjects:
Primary: 35R60 , 60H15 , 60H40

Rights: Copyright © 2020 Khayyam Publishing, Inc.

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Vol.33 • No. 9/10 • September/October 2020
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