50 citations · 244 across the 25 of their papers we have counts for
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math.PR2016★ 5 cited
Volterra-type Ornstein-Uhlenbeck processes in space and time
Viet Son Pham, Carsten Chong
We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to Lévy-driven Volterra equations with additive noise and multiplicative drift. After formulatin…
math.PR2016★ 24 cited
Stochastic PDEs with heavy-tailed noise
Carsten Chong
We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only h…