5 citations · 7 across the 3 of their papers we have counts for
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math.PR2018
Lévy-driven causal CARMA random fields
Viet Son Pham
We introduce Lévy-driven causal CARMA random fields on , extending the class of CARMA processes. The definition is based on a system of stochastic partial differentia…
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…