EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"stochastic convolution"
Narrow search

Narrow search

Year of publication
Subject
All
Lévy processes 2 Asymptotic expansions 1 Continuous time moving average 1 Dissipative systems 1 Lévy space time noise 1 Polynomially bounded nonlinearity 1 SPDEs 1 Small noise 1 Stochastic FitzHugh–Nagumo system 1 Stochastic convolution with Lévy processes 1 model selection 1 nonparametric estimation 1 projection estimators 1 stochastic convolution 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Type of publication (narrower categories)
All
research-article 1
Language
All
English 1 Undetermined 1
Author
All
Albeverio, Sergio 1 Comte, Fabienne 1 Genon-Catalot, Valentine 1 Mastrogiacomo, Elisa 1 Smii, Boubaker 1
Published in...
All
Statistics & Risk Modeling 1 Stochastic Processes and their Applications 1
Source
All
RePEc 1 Other ZBW resources 1
Showing 1 - 2 of 2
Cover Image
Kernel estimation for Lévy driven stochastic convolutions
Comte, Fabienne; Genon-Catalot, Valentine - In: Statistics & Risk Modeling 38 (2021) 1-2, pp. 1-24
Abstract We consider a Lévy driven stochastic convolution, also called continuous time Lévy driven moving average model …
Persistent link: https://www.econbiz.de/10014621288
Saved in:
Cover Image
Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise
Albeverio, Sergio; Mastrogiacomo, Elisa; Smii, Boubaker - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2084-2109
We study a reaction–diffusion evolution equation perturbed by a space–time Lévy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a C0-semigroup of strictly negative type acting on a Hilbert space and a nonlinear term which has at most polynomial growth,...
Persistent link: https://www.econbiz.de/10010875086
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...