Lévy driven CARMA generalized processes and stochastic partial differential equations
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Publication:2196534
Abstract: We give a new definition of a L'{e}vy driven CARMA random field, defining it as a generalized solution of a stochastic partial differential equation (SPDE). Furthermore, we give sufficient conditions for the existence of a mild solution of our SPDE. Our model finds a connection between all known definitions of CARMA random fields, and especially for dimension 1 we obtain the classical CARMA process.
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Cited in
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