Propriété de Markov des équations stationnaires discrètes quasi-linéaires

C. Donati-Martin

Stochastic Processes and their Applications, 1993, vol. 48, issue 1, 61-84

Abstract: In this paper, we consider the stochastic discrete equation - [Delta]U(x)+[latin small letter f with hook](U(x))=A(x) where x runs over a finite domain [Theta] of , [Delta] is a discretization od the Laplacian operator, {A(x)} is a sequence of i.i.d. Gaussian variables, and we impose the Dirchlet condition U(x)=0 for x[negated set membership][Theta]. We prove existence and uniquesness of a solution assuming monotonicity condition on [latin small letter f with hook], and we study the Markov property of the solution.

Keywords: stochastic; differential; equation; equation; with; boundary; condition; Markov; field (search for similar items in EconPapers)
Date: 1993
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