The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property

Raluca Balan, Doyoon Kim

Let $u=\{u(t,x);t\in [0,T],x\in {\mathbb{R}}^d\}$ be the process solution of the stochastic heat equation $u_t=\Delta u+\dot{F},u(0,\cdot )=0$ driven by a Gaussian noise $\dot{F}$,…