{
  "id": "1904.02928",
  "version": "v1",
  "published": "2019-04-05T08:16:23.000Z",
  "updated": "2019-04-05T08:16:23.000Z",
  "title": "Lévy driven CARMA generalized processes and stochastic partial differential equations",
  "authors": [
    "David Berger"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We give a new definition of a L\\'{e}vy 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 finds a connection between all known definitions of CARMA random fields, and especially for dimension 1 we obtain the classical CARMA process.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-04-05T08:16:23.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic partial differential equation",
      "lévy driven carma generalized processes",
      "driven carma random field"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}