Find

For students
For PhDs
For employees

Department of Mathematics

Aarhus University Seal

Ambit processes and stochastic partial differential equations

Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review

Links

http://www.springerlink.com/content/u817l427hp0gv008/

DOI

https://doi.org/10.1007/978-3-642-18412-3_2

Ole Barndorff-Nielsen, Denmark
Fred Espen Benth, Norway
Almut Veraart

Original language	English
Title of host publication	Advanced Mathematical Methods for Finance
Editors	Giulia Di Nunno, Bernt Øksendal
Number of pages	40
Place of publication	Berlin
Publisher	Springer
Publication year	2011
Pages	35-74
ISBN (print)	978-3-642-18411-6
DOIs	https://doi.org/10.1007/978-3-642-18412-3_2
Publication status	Published - 2011

Research areas

ambit processes, Lévy bases, stochastic partial differential equations, white noise analysis, martingale measures

See relations at Aarhus University Citationformats

ID: 19240534