Some recent developments in Ambit Stochastics

Ole E. Barndorff-Nielsen, Emil Hedevang, Jürgen Schmiegel, Benedykt Szozda

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Abstract

Some of the recent developments in the rapidly expanding field of Ambit Stochastics are here reviewed. After a brief recall of the framework of Ambit Stochastics, two topics are considered: (i) Methods of modelling and inference for volatility/intermittency processes and fields; (ii) Universal laws in turbulence and finance in relation to temporal processes. This review complements two other recent expositions.

OriginalsprogEngelsk
TitelStochastics of Environmental and Financial Economics
RedaktørerFred Espen Benth , Giulia Di Nunno
Antal sider23
Vol/bind138
ForlagSpringer
Publikationsdato2016
Sider3-25
ISBN (Trykt)978-3-319-23424-3
ISBN (Elektronisk)978-3-319-23425-0
DOI
StatusUdgivet - 2016
NavnSpringer Proceedings in Mathematics & Statistics
Vol/bind138
ISSN2194-1009

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