Multiparameter processes with stationary increments: spectral representation and integration

DOI10.1214/EJP.V17-2287zbMATH Open1260.60089OpenAlexW1977641416MaRDI QIDQ456226FDOQ456226

Authors: Andreas Basse-O'Connor, Svend-Erik Graversen, Jan Pedersen 

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v17-2287

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zbMATH Keywords

integrationstationary incrementsspectral representationmultiparameter processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) General second-order stochastic processes (60G12) Stochastic integrals (60H05)

Cited In (10)

• Integrability conditions for space-time stochastic integrals: theory and applications
• Pathwise decompositions of Brownian semistationary processes
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
• Local scaling limits of Lévy driven fractional random fields
• Integration with respect to Lévy colored noise, with applications to SPDEs
• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
• SPDEs with rough noise in space: Hölder continuity of the solution
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise

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