Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations

DOI10.1137/1132001zbMATH Open0635.60053OpenAlexW2007168852MaRDI QIDQ3774657FDOQ3774657

Authors: 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

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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)

Cited In (14)

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• Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
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• Limit boundary value problems in regions with random fine grained boundaries
• Characterization of the second order random fields subject to linear distributional PDE constraints
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• Quadratic functionals of generalized Gaussian random fields
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• Equivalence of Gaussian measures corresponding to generalized random fields
• The estimate of potential in stochastic Schrödinger's equation
• 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)
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