Volterra-type Ornstein-Uhlenbeck processes in space and time
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Publication:1660312
DOI10.1016/j.spa.2017.10.012zbMath1405.60064arXiv1609.06937OpenAlexW2525805692MaRDI QIDQ1660312
Publication date: 15 August 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.06937
long memorystochastic Volterra equationstationary solutionpath propertiesLévy basisspace-time modelingsecond-order structureambit processcàdlàg in space and timeVolterra-type Ornstein-Uhlenbeck process
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Related Items (3)
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations ⋮ High-frequency analysis of parabolic stochastic PDEs ⋮ Lévy-driven causal CARMA random fields
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