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.
1980
Gaussian processes; High order elliptic PDE's; High order Markov processes
01 Pubblicazione su rivista::01a Articolo in rivista
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/382841
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