Volterra-type Ornstein–Uhlenbeck processes in space and time-Reference-Cited by-同舟云学术

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Volterra-type Ornstein–Uhlenbeck processes in space and time

Published:2018-09 Issue:9 Volume:128 Page:3082-3117
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Pham Viet Son,Chong Carsten

Funder

TopMath at the Technical University of Munich

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference32 articles.

1. The Geometry of Random Fields;Adler,1981

2. Long memory in a linear stochastic Volterra differential equation;Appleby;J. Math. Anal. Appl.,2011

3. Superposition of Ornstein-Uhlenbeck type processes;Barndorff-Nielsen;Theory Probab. Appl.,2001

4. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency;Barndorff-Nielsen;Banach Center Publ.,2015

5. Some recent developments in ambit stochastics;Barndorff-Nielsen,2016

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations;Stochastics;2022-01-06

2. Lévy-driven causal CARMA random fields;Stochastic Processes and their Applications;2020-12

3. High-frequency analysis of parabolic stochastic PDEs;The Annals of Statistics;2020-04-01

4. The Ambit Framework;Ambit Stochastics;2018

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