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Two-parameter diffusions random fields
Authors:MD Ruiz-Medina  MJ Valderrama
Abstract:This paper presents an alternative method for calculating the diffusion, drift, and mixed coefficients of an example of biparameter Gaussian diffusion defined as a solution of a linear hyperbolic stochastic partial differential equation (Nualart & Sanz , 1979). To derive the expression of these coefficients, we part from an integral stochastic repre , sentation given by these authors for this class of biparameter diffusion processes arising from biparameter Gaussian random fields verifying a particular Markov property
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