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Ambit processes and stochastic partial differential equations

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Original languageEnglish
Title of host publicationAdvanced Mathematical Methods for Finance
EditorsGiulia Di Nunno, Bernt Øksendal
Number of pages40
Place of publicationBerlin
PublisherSpringer
Publication year2011
Pages35-74
ISBN (print)978-3-642-18411-6
DOIs
Publication statusPublished - 2011

    Research areas

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

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