Multiparameter processes with stationary increments: spectral representation and integration

DOI10.1214/EJP.V17-2287MaRDI QIDQ456226zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 773181
• On equivalence and spectral multiplicity of some Gaussian processes
• Spectral representations of infinitely divisible processes
• A class of Gaussian processes with fractional spectral measures
• On spectral representation of multivariate stable processes

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

This page was built for publication: Multiparameter processes with stationary increments: spectral representation and integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q456226)