Volterra-type Ornstein–Uhlenbeck processes in space and time
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DOI: 10.1016/j.spa.2017.10.012
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Cited by:
- Pham, Viet Son, 2020. "Lévy-driven causal CARMA random fields," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7547-7574.
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Keywords
Ambit process; Càdlàg in space and time; Lévy basis; Long memory; Path properties; Second-order structure; Space–time modeling; Stationary solution; Stochastic Volterra equation; Volterra-type Ornstein–Uhlenbeck process;All these keywords.
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