On an autoregressive process driven by a sequence of Gaussian cylindrical random variables

DOI10.1285/I15900932V41N1P111zbMATH Open1469.60114OpenAlexW3185023338MaRDI QIDQ4957785FDOQ4957785

Authors: F. C. Shu 

Publication date: 9 September 2021

Full work available at URL: http://siba-ese.unisalento.it/index.php/notemat/article/view/24155

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zbMATH Keywords

stationary processautoregressive processcylindrical processcylindrical measurecylindrical random variable

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Generalized stochastic processes (60G20)

Cites Work

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• Stochastic differential equation for generalized random processes in a Banach space
• The stochastic Cauchy problem driven by a cylindrical Lévy process

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