Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations

DOI10.1137/1132001zbMath0635.60053OpenAlexW2007168852MaRDI QIDQ3774657

Yu. A. Rozanov

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132001

zbMATH Keywords

boundary value problemsMarkov propertyuniqueness of the solutionGaussian Markov fields

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Quadratic functionals of generalized Gaussian random fields ⋮ Equivalence of Gaussian measures corresponding to generalized random fields ⋮ Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property) ⋮ The estimate of potential in stochastic Schrödinger's equation

This page was built for publication: Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations