Ambit Stochastics

• Main Authors: Barndorff-Nielsen, Ole E. (Author, http://id.loc.gov/vocabulary/relators/aut), Benth, Fred Espen (http://id.loc.gov/vocabulary/relators/aut), Veraart, Almut E. D. (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Probability Theory and Stochastic Modelling, 88
• Subjects: Probabilities.; Mathematical physics.; Economics, Mathematical .; Statistics .; Probability Theory and Stochastic Processes.; Mathematical Applications in the Physical Sciences.; Quantitative Finance.; Mathematical Physics.; Statistics for Business, Management, Economics, Finance, Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Am...