On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
A note on the tail accuracy of the univariate saddlepoint approximation
Statistics, yokes and symplectic geometry
Stochastic calculus, statistical asymptotics, Taylor strings and phyla
Infinite trees and inverse gaussian random variables
Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
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...
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