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Ambit fields: survey and new challenges

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Ambit fields: survey and new challenges. / Podolskij, Mark.

XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. ed. / Ramses H. Mena; Juan Carlos Pardo; Victor Rivero; Geronimo Uribe Bravo. Springer, 2015. p. 241-279 (Progress in Probability, Vol. 69).

Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

Harvard

Podolskij, M 2015, Ambit fields: survey and new challenges. in RH Mena, JC Pardo, V Rivero & GU Bravo (eds), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. Springer, Progress in Probability, vol. 69, pp. 241-279, XI Symposium on Probability and Stochastic Processes, Mexico, 18/11/2013. https://doi.org/10.1007/978-3-319-13984-5_12

APA

Podolskij, M. (2015). Ambit fields: survey and new challenges. In R. H. Mena, J. C. Pardo, V. Rivero, & G. U. Bravo (Eds.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (pp. 241-279). Springer. Progress in Probability Vol. 69 https://doi.org/10.1007/978-3-319-13984-5_12

CBE

Podolskij M. 2015. Ambit fields: survey and new challenges. Mena RH, Pardo JC, Rivero V, Bravo GU, editors. In XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. Springer. pp. 241-279. (Progress in Probability, Vol. 69). https://doi.org/10.1007/978-3-319-13984-5_12

MLA

Podolskij, Mark "Ambit fields: survey and new challenges"., Mena, Ramses H. and Pardo, Juan Carlos Rivero, Victor Bravo, Geronimo Uribe (editors). XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. Springer. (Progress in Probability, Vol. 69). 2015, 241-279. https://doi.org/10.1007/978-3-319-13984-5_12

Vancouver

Podolskij M. Ambit fields: survey and new challenges. In Mena RH, Pardo JC, Rivero V, Bravo GU, editors, XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. Springer. 2015. p. 241-279. (Progress in Probability, Vol. 69). https://doi.org/10.1007/978-3-319-13984-5_12

Author

Podolskij, Mark. / Ambit fields: survey and new challenges. XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. editor / Ramses H. Mena ; Juan Carlos Pardo ; Victor Rivero ; Geronimo Uribe Bravo. Springer, 2015. pp. 241-279 (Progress in Probability, Vol. 69).

Bibtex

@inproceedings{2c9bc5a0f94c4dc780ec3f1f6c223ac8,
title = "Ambit fields: survey and new challenges",
abstract = "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.",
keywords = "math.PR, 60F05, 60G22, 60G57, 60H05, 60H07",
author = "Mark Podolskij",
year = "2015",
doi = "10.1007/978-3-319-13984-5_12",
language = "English",
isbn = " 978-3-319-13983-8",
series = "Progress in Probability",
publisher = "Springer",
pages = "241--279",
editor = "Mena, {Ramses H.} and Pardo, {Juan Carlos} and Victor Rivero and Bravo, {Geronimo Uribe}",
booktitle = "XI Symposium of Probability and Stochastic Processes",
address = "Netherlands",
note = "XI Symposium on Probability and Stochastic Processes ; Conference date: 18-11-2013 Through 22-11-2013",

}

RIS

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T1 - Ambit fields: survey and new challenges

AU - Podolskij, Mark

N1 - Conference code: 11

PY - 2015

Y1 - 2015

N2 - 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.

AB - 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.

KW - math.PR

KW - 60F05, 60G22, 60G57, 60H05, 60H07

U2 - 10.1007/978-3-319-13984-5_12

DO - 10.1007/978-3-319-13984-5_12

M3 - Article in proceedings

SN - 978-3-319-13983-8

T3 - Progress in Probability

SP - 241

EP - 279

BT - XI Symposium of Probability and Stochastic Processes

A2 - Mena, Ramses H.

A2 - Pardo, Juan Carlos

A2 - Rivero, Victor

A2 - Bravo, Geronimo Uribe

PB - Springer

T2 - XI Symposium on Probability and Stochastic Processes

Y2 - 18 November 2013 through 22 November 2013

ER -