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arXiv · 2008.00056

Gaussian Fields and Stochastic Heat Equations

Sergey Lototsky·Apoorva Shah
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Abstract

The objective of the paper is to characterize the Gaussian free field as a stationary solution of the heat equation with additive space-time white noise. In the case of whole space, the investigation leads to other types of Gaussian fields, as well as interesting phenomena in dimensions one and two.

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Sergey Lototsky, Apoorva Shah. 2020-07-31. Gaussian Fields and Stochastic Heat Equations. https://arxiv.org/abs/2008.00056

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