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math.PR2013
Gauss-Markov processes on Hilbert spaces
Ben Goldys, Szymon Peszat, Jerzy Zabczyk
K. Itô characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of Itô in the cas…
math.PR2013★ 1 cited
Second Order PDEs with Dirichlet White Noise Boundary Condition
Zdzislaw Brzezniak, Ben Goldys, Szymon Peszat +1
In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work…