A note on continuous spatial-temporal dynamics of stochastic processes

E. Porcu, J. Mateu, C. Comas

Research output: Contribution to journalArticlepeer-review


We propose a general form to analyze the space-time interdependency of continuous space-time stochastic processes. We present a new space-time approach based on the intensity function of the underlying point process. These formulations can be, to some extent, analytically solved to obtain explicit formulae of interest. We define a general function that controls the space-time interaction and allows for closed forms depending on the particular choice of several mathematical tools playing a role in this interaction function. In particular, we make use of copulas and Laplace transforms to provide interesting examples of the dynamics of the random intensity function and, in turn, of the number of points contained in a given region.

Original languageBritish English
Pages (from-to)3472-3484
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Issue number19
StatePublished - Jan 2010


  • Copulas
  • Intensity functions
  • Laplace transforms
  • Point processes
  • Space-time interdependency
  • Space-time stochastic processes


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