3 citations · 3 across the 5 of their papers we have counts for
3 papers · 1 filter
Copula Measures and Sklar's Theorem in Arbitrary Dimensions
Fred Espen Benth, Giulia Di Nunno, Dennis Schroers
Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies…
A weak law of large numbers for realised covariation in a Hilbert space setting
Fred Espen Benth, Dennis Schroers, Almut E. D. Veraart
This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an…
On a class of stochastic partial differential equations with multiple invariant measures
Balint Fárkas, Martin Friesen, Barbara Rüdiger +1
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov…