Stationary and multi-self-similar random fields with stochastic volatility (Q2804013)
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scientific article; zbMATH DE number 6574561
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| English | Stationary and multi-self-similar random fields with stochastic volatility |
scientific article; zbMATH DE number 6574561 |
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Stationary and multi-self-similar random fields with stochastic volatility (English)
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27 April 2016
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random fields
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stationarity
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multi-self-similarity
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mixed moving average fields
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infinite divisibility
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stochastic volatility
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Lévy basis
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generalized Lamperti transform
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type G distribution
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stochastic partial differential equations
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0.7778304219245911
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0.7672977447509766
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0.7662950158119202
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0.7642455101013184
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0.7583848237991333
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