Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
K Kirchner, J Willems - arXiv preprint arXiv:2310.13536, 2023 - arxiv.org
We define various higher-order Markov properties for stochastic processes $(X (t)) _
{t\in\mathbb {T}} $, indexed by an interval $\mathbb {T}\subseteq\mathbb {R} $ and taking …
{t\in\mathbb {T}} $, indexed by an interval $\mathbb {T}\subseteq\mathbb {R} $ and taking …
A diffusion-based spatio-temporal extension of Gaussian Matérn fields
Gaussian random fields with Matérn covariance functions are popular models in spatial
statistics and machine learning. In this work, we develop a spatio-temporal extension of the …
statistics and machine learning. In this work, we develop a spatio-temporal extension of the …
Existence, smoothness and numerical approximation for two generalizations of the stochastic heat equation
SK Furset - 2023 - ntnuopen.ntnu.no
In this thesis I consider two classes of stochastic evolution equations. I consider conditions
for existence of unique weak solutions as well as some results for the smoothness and …
for existence of unique weak solutions as well as some results for the smoothness and …