Lévy driven CARMA generalized processes and stochastic partial differential equations

DOI10.1016/j.spa.2020.04.009zbMath1455.60070arXiv1904.02928OpenAlexW3035928208WikidataQ115341137 ScholiaQ115341137MaRDI QIDQ2196534

David Berger

Publication date: 3 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.02928

zbMATH Keywords

stochastic partial differential equationsinfinitely divisible distributionsgeneralized stochastic processesLévy white noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ Second order elliptic partial differential equations driven by Lévy white noise ⋮ The domain of definition of the Lévy white noise ⋮ Wavelet analysis of the Besov regularity of Lévy white noise

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