This article is cited in 26 papers

Markov random fields and stochastic partial differential equations

Yu. A. Rozanov


Abstract: In this paper we study some classes of Markov random fields. In particular, it is proved that the solution of a linear stochastic partial differential equation is a Markov field.
Bibliography: 7 titles.

UDC: 519.2

MSC: 60G20, 60J25, 60H15

Received: 13.04.1977

 English version: Mathematics of the USSR-Sbornik, 1977, 32:4, 515–534

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