On nonnegative solutions of SDDEs with an application to CARMA processes

DOI10.15559/21-VMSTA177zbMath1489.60055arXiv2010.08284MaRDI QIDQ2062453

Mikkel Slot Nielsen, Victor Rohde

Publication date: 27 December 2021

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.08284

zbMATH Keywords

CARMA processessubordinatorsstochastic delay differential equationscomplete monotonocitynonnegative stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

Multivariate continuous-time autoregressive moving-average processes on cones

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