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Some Recent Developments in Ambit Stochastics

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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 three 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 (iii) Stochastic integration for time changed volatility modulated Levy-driven Volterra processes.
OriginalsprogEngelsk
UdgiverT.N. Thiele Centre, Department of Mathematics, Aarhus University
Antal sider27
StatusUdgivet - 2015
SerietitelThiele Research Reports
Nummer03

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