Gaussian Fields and Stochastic Heat Equations
Probability
2020-08-04 v1
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.
Cite
@article{arxiv.2008.00056,
title = {Gaussian Fields and Stochastic Heat Equations},
author = {Sergey Lototsky and Apoorva Shah},
journal= {arXiv preprint arXiv:2008.00056},
year = {2020}
}