Gaussian Fields And Stochastic Heat Equations
DIFFERENTIAL AND INTEGRAL EQUATIONS(2020)
摘要
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.
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关键词
stochastic heat equations
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