Lévy driven CARMA generalized processes and stochastic partial differential equations
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DOI: 10.1016/j.spa.2020.04.009
Abstract: Abstract We give a new definition of a Levy driven CARMA random field, defining it as a generalized solution of a stochastic partial differential equation (SPDE). Furthermore, we give sufficient conditions for the existence of… read more here.
Keywords: partial differential; processes stochastic; stochastic partial; driven carma ... See more keywords