Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations

DOI10.1137/1132001MaRDI QIDQ3774657zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Markov field property for stochastic differential equations with boundary conditions
• scientific article; zbMATH DE number 4011586
• scientific article; zbMATH DE number 46654
• Boundary value problems for stochastic differential equations
• scientific article; zbMATH DE number 1167867

Cited in

(14)

• scientific article; zbMATH DE number 4011586 (Why is no real title available?)
• Equivalence of Gaussian measures corresponding to generalized random fields
• scientific article; zbMATH DE number 4086669 (Why is no real title available?)
• Quadratic functionals of generalized Gaussian random fields
• scientific article; zbMATH DE number 4180436 (Why is no real title available?)
• scientific article; zbMATH DE number 4060461 (Why is no real title available?)
• scientific article; zbMATH DE number 139952 (Why is no real title available?)
• scientific article; zbMATH DE number 140603 (Why is no real title available?)
• Characterization of the second order random fields subject to linear distributional PDE constraints
• The estimate of potential in stochastic Schrödinger's equation
• Limit boundary value problems in regions with random fine grained boundaries
• scientific article; zbMATH DE number 46654 (Why is no real title available?)
• Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
• 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)

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3774657)