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- W3035928208 abstract "We give a new definition of a Lévy 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 a mild solution of our SPDE. Our model unifies all known definitions of CARMA random fields, and in particular for dimension 1 we obtain the classical CARMA process." @default.
- W3035928208 created "2020-06-25" @default.
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- W3035928208 date "2020-10-01" @default.
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- W3035928208 title "Lévy driven CARMA generalized processes and stochastic partial differential equations" @default.
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- W3035928208 doi "https://doi.org/10.1016/j.spa.2020.04.009" @default.
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