On the continuity of characteristic functionals and sparse stochastic modeling
DOI10.1007/s00041-014-9351-4zbMath1306.60036arXiv1401.6850OpenAlexW2156984667MaRDI QIDQ487999
Julien Fageot, Michael Unser, Arash A. Amini
Publication date: 23 January 2015
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.6850
stochastic differential equationcharacteristic functionalgeneralized stochastic processinnovation modelwhite Lévy noise
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) White noise theory (60H40) Self-similar stochastic processes (60G18)
Related Items (10)
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