Lévy driven CARMA generalized processes and stochastic partial differential equations
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Publication:2196534
DOI10.1016/j.spa.2020.04.009zbMath1455.60070arXiv1904.02928OpenAlexW3035928208WikidataQ115341137 ScholiaQ115341137MaRDI QIDQ2196534
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
stochastic partial differential equationsinfinitely divisible distributionsgeneralized stochastic processesLévy white noise
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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