We consider a Gaussian process $P$ on the space of distributions generated by a polynomial in the Laplace operator. We prove some support properties for $P$. As a byproduct we strenghten earlier results on the stochastic Dirichlet problem on bounded regions $\Lambda\subset R^d$. We describe in this way the conditional $P-$-distribution of the restriction to $\Lambda$ od a distribution $\varphi$, supposing that $\varphi$ is known outside $\Lambda$: a somewhat detailed description of the sinularity of $\varphi$ in $\Lambda$ is given.
Elliptic equations and gaussian processes / G., Benfatto; Gallavotti, Giovanni; F., Nicolo'. - In: JOURNAL OF FUNCTIONAL ANALYSIS. - ISSN 0022-1236. - STAMPA. - 36:(1980), pp. 343-400.
Elliptic equations and gaussian processes
GALLAVOTTI, Giovanni;
1980
Abstract
We consider a Gaussian process $P$ on the space of distributions generated by a polynomial in the Laplace operator. We prove some support properties for $P$. As a byproduct we strenghten earlier results on the stochastic Dirichlet problem on bounded regions $\Lambda\subset R^d$. We describe in this way the conditional $P-$-distribution of the restriction to $\Lambda$ od a distribution $\varphi$, supposing that $\varphi$ is known outside $\Lambda$: a somewhat detailed description of the sinularity of $\varphi$ in $\Lambda$ is given.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.


