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Department of Mathematics

Ambit processes and stochastic partial differential equations

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

Standard

Ambit processes and stochastic partial differential equations. / Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut.
Advanced Mathematical Methods for Finance. ed. / Giulia Di Nunno; Bernt Øksendal. Berlin: Springer, 2011. p. 35-74.

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

Harvard

Barndorff-Nielsen, O, Benth, FE & Veraart, A 2011, Ambit processes and stochastic partial differential equations. in G Di Nunno & B Øksendal (eds), Advanced Mathematical Methods for Finance. Springer, Berlin, pp. 35-74. https://doi.org/10.1007/978-3-642-18412-3_2

APA

Barndorff-Nielsen, O., Benth, F. E., & Veraart, A. (2011). Ambit processes and stochastic partial differential equations. In G. Di Nunno, & B. Øksendal (Eds.), Advanced Mathematical Methods for Finance (pp. 35-74). Springer. https://doi.org/10.1007/978-3-642-18412-3_2

CBE

Barndorff-Nielsen O, Benth FE, Veraart A. 2011. Ambit processes and stochastic partial differential equations. Di Nunno G, Øksendal B, editors. In Advanced Mathematical Methods for Finance. Berlin: Springer. pp. 35-74. https://doi.org/10.1007/978-3-642-18412-3_2

MLA

Barndorff-Nielsen, Ole, Fred Espen Benth, and Almut Veraart "Ambit processes and stochastic partial differential equations". and Di Nunno, Giulia Øksendal, Bernt (editors). Advanced Mathematical Methods for Finance. Berlin: Springer. 2011, 35-74. https://doi.org/10.1007/978-3-642-18412-3_2

Vancouver

Barndorff-Nielsen O, Benth FE, Veraart A. Ambit processes and stochastic partial differential equations. In Di Nunno G, Øksendal B, editors, Advanced Mathematical Methods for Finance. Berlin: Springer. 2011. p. 35-74 doi: 10.1007/978-3-642-18412-3_2

Author

Barndorff-Nielsen, Ole ; Benth, Fred Espen ; Veraart, Almut. / Ambit processes and stochastic partial differential equations. Advanced Mathematical Methods for Finance. editor / Giulia Di Nunno ; Bernt Øksendal. Berlin : Springer, 2011. pp. 35-74

Bibtex

@inbook{c25eedd01ba111dfb95d000ea68e967b,

title = "Ambit processes and stochastic partial differential equations",

keywords = "ambit processes, L{\'e}vy bases, stochastic partial differential equations, white noise analysis, martingale measures",

author = "Ole Barndorff-Nielsen and Benth, {Fred Espen} and Almut Veraart",

year = "2011",

doi = "10.1007/978-3-642-18412-3_2",

language = "English",

isbn = "978-3-642-18411-6",

pages = "35--74",

editor = "{Di Nunno}, Giulia and Bernt {\O}ksendal",

booktitle = "Advanced Mathematical Methods for Finance",

publisher = "Springer",

address = "Netherlands",

}

RIS

TY - CHAP

T1 - Ambit processes and stochastic partial differential equations

AU - Barndorff-Nielsen, Ole

AU - Benth, Fred Espen

AU - Veraart, Almut

PY - 2011

Y1 - 2011

KW - ambit processes

KW - Lévy bases

KW - stochastic partial differential equations

KW - white noise analysis

KW - martingale measures

U2 - 10.1007/978-3-642-18412-3_2

DO - 10.1007/978-3-642-18412-3_2

M3 - Book chapter

SN - 978-3-642-18411-6

SP - 35

EP - 74

BT - Advanced Mathematical Methods for Finance

A2 - Di Nunno, Giulia

A2 - Øksendal, Bernt

PB - Springer

CY - Berlin

ER -