Gaussian fields and stochastic heat equations

IF 1.8 4区数学 Q1 MATHEMATICS

Differential and Integral Equations Pub Date : 2020-07-31 DOI:10.57262/die/1600135325

S. Lototsky, Apoorva Shah

引用次数: 0

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 case of whole space, the investigation leads to other types of Gaussian fields, as well as interesting phenomena in dimensions one and two.

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高斯场与随机热方程

本文的目的是将高斯自由场描述为具有加性时空白噪声的热方程的平稳解。在整个空间的情况下，研究导致了其他类型的高斯场，以及一维和二维的有趣现象。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Differential and Integral Equations MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

2.40

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Differential and Integral Equations will publish carefully selected research papers on mathematical aspects of differential and integral equations and on applications of the mathematical theory to issues arising in the sciences and in engineering. Papers submitted to this journal should be correct, new, and of interest to a substantial number of mathematicians working in these areas.