Author

Thomas K. Kloster

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Preprint Sep 2026

Affine pure-jump Volterra fields

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 field admits a represen...

Sven Karbach, Thomas K. Kloster · 0 citations