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Affine pure-jump Volterra fields

Karbach, Sven et al.
arXiv (All) · Papers
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probability
We study a class of non-negative spatio-temporal random fields that exhibit self-exciting clustering, which we refer to as affine pure-jump Volterra fields. They are defined via stochastic integration of a Volterra kernel against a thinned Poisson random measure and the thinning is such that the fie
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