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Ambit fields: survey and new challenges

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In this paper we present a survey on recent developments in the study of ambit fields and point out some open problems. Ambit fields is a class of spatio-temporal stochastic processes, which by its general structure constitutes a flexible model for dynamical structures in time and/or in space. We will review their basic probabilistic properties, main stochastic integration concepts and recent limit theory for high frequency statistics of ambit fields.
Original languageEnglish
Title of host publicationXI Symposium of Probability and Stochastic Processes : CIMAT, Mexico, November 18-22, 2013
EditorsRamses H. Mena, Juan Carlos Pardo, Victor Rivero, Geronimo Uribe Bravo
Number of pages39
PublisherSpringer
Publication year2015
Pages241-279
ISBN (print) 978-3-319-13983-8
ISBN (Electronic)978-3-319-13984-5
DOIs
Publication statusPublished - 2015
EventXI Symposium on Probability and Stochastic Processes - , Mexico
Duration: 18 Nov 201322 Nov 2013
Conference number: 11

Conference

ConferenceXI Symposium on Probability and Stochastic Processes
Nummer11
LandMexico
Periode18/11/201322/11/2013
SeriesProgress in Probability
Volume69
ISSN1050-6977

    Research areas

  • math.PR, 60F05, 60G22, 60G57, 60H05, 60H07

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