{ "id": "0806.1898", "version": "v1", "published": "2008-06-11T15:49:45.000Z", "updated": "2008-06-11T15:49:45.000Z", "title": "The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property", "authors": [ "Raluca Balan", "Doyoon Kim" ], "comment": "20 pages", "categories": [ "math.PR" ], "abstract": "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 $\\dot F$, which is white in time and has spatial covariance induced by the kernel $f$. In this paper we prove that the process $u$ is locally germ Markov, if $f$ is the Bessel kernel of order $\\alpha=2k,k \\in \\bN_{+}$, or $f$ is the Riesz kernel of order $\\alpha=4k,k \\in \\bN_{+}$.", "revisions": [ { "version": "v1", "updated": "2008-06-11T15:49:45.000Z" } ], "analyses": { "subjects": [ "60H15", "60G60" ], "keywords": [ "stochastic heat equation driven", "germ markov property", "gaussian noise", "bessel kernel", "locally germ markov" ], "note": { "typesetting": "TeX", "pages": 20, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2008arXiv0806.1898B" } } }