Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes (Q915265): Difference between revisions

A general treatment of infinite-dimensional Ornstein-Uhlenbeck processes is presented. The Gaussian random field is defined as a solution of Langevin's stochastic equation \[ (\partial /\partial t+\alpha)X=\xi, \] where \(\xi\) is the Gaussian white noise and \(\alpha\) is the natural mapping of the corresponding Dirichlet space into the dual space. The connection of this field with an infinite system of Ornstein-Uhlenbeck processes is studied.