4 papers
Function-measure kernels, self-integrability and uniquely-defined stochastic integrals
Ricardo Carrizo Vergara
In this work we study the self-integral of a function-measure kernel and its importance on stochastic integration. A continuous-function measure kernel over $D \subset \mathbb{…
Karhunen-Loève expansion of Random Measures
Ricardo Carrizo Vergara
We present an orthogonal expansion for real, function-regulated, second-order random measures over with measure covariance. Such a expansion, which can be seen as…
First-order linear evolution equations with càdlàg-in-time solutions
Ricardo Carrizo Vergara
In this work we study first-order linear parabolic evolution PDEs over and comprising a spatial operator defin…
A general framework for SPDE-based stationary random fields
Ricardo Carrizo Vergara, Denis Allard, Nicolas Desassis
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construc…