On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials

DOI10.1214/AOP/1055425783zbMath1040.60042OpenAlexW2052657494MaRDI QIDQ1431495

Raina S. Robeva, Loren D. Pitt

Publication date: 10 June 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1055425783

zbMATH Keywords

reproducing kernel Hilbert spaceBessel potentialGaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary behavior of harmonic functions in higher dimensions (31B25) Potentials and capacities, extremal length and related notions in higher dimensions (31B15)

Related Items (5)

Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field ⋮ Kernel regression estimation for continuous spatial processes ⋮ Sample path properties of fractional Riesz–Bessel field of variable order ⋮ Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field ⋮ Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data

Cites Work

• Anisotropic function spaces. II: Traces
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• Stationary Gaussian Markov fields on \(R^d\) with a deterministic component
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• Spectral synthesis in Sobolev spaces and uniqueness of solutions of the Dirichlet problem
• An error analysis for the numerical calculation of certain random integrals. I
• Differentiability properties of Bessel potentials and Besov functions
• Approximating integrals of stochastic processes: extensions
• On the Structure of the Infinitesimal $\sigma $-Algebra of Gaussian Processes and Fields
• Brownian Motion with a Several-Dimensional Time
• ON STATIONARY PROCESSES IN THE PLANE
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