Currently displaying 1 – 6 of 6

Showing per page

Order by Relevance | Title | Year of publication

Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

Ole E. Barndorff-NielsenFred Espen BenthAlmut E. D. Veraart — 2015

Banach Center Publications

Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on general properties of ambit fields. Moreover, it develops the concept of tempo-spatial stochastic volatility/intermittency within ambit fields. Various types of volatility modulation ranging from stochastic scaling...

Page 1

Download Results (CSV)