Multiparameter processes with stationary increments: spectral representation and integration

DOI10.1214/EJP.v17-2287zbMath1260.60089OpenAlexW1977641416MaRDI QIDQ456226

J. Herrera, D. Rodríguez-Gómez

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

integrationspectral representationstationary incrementsmultiparameter processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) General second-order stochastic processes (60G12) Stochastic integrals (60H05)

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SPDEs with rough noise in space: Hölder continuity of the solution ⋮ Spatial integral of the solution to hyperbolic Anderson model with time-independent noise ⋮ Integrability conditions for space-time stochastic integrals: theory and applications ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Pathwise Decompositions of Brownian Semistationary Processes ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise ⋮ Hyperbolic Anderson Model with space-time homogeneous Gaussian noise ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments ⋮ Integration with respect to Lévy colored noise, with applications to SPDEs

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