Pages that link to "Item:Q5198555"
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The following pages link to Ambit Processes and Stochastic Partial Differential Equations (Q5198555):
Displayed 27 items.
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations (Q265269) (← links)
- Integration theory for infinite dimensional volatility modulated Volterra processes (Q282536) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
- Stochastic PDEs with heavy-tailed noise (Q2359721) (← links)
- Lévy-driven Volterra equations in space and time (Q2412515) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Stationary and multi-self-similar random fields with stochastic volatility (Q2804013) (← links)
- Approximating ambit fields via Fourier methods (Q2804015) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise (Q2956053) (← links)
- Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- Modelling Lévy space‐time white noises (Q3384044) (← links)
- Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Ambit fields: a stochastic modelling approach (Q5861085) (← links)
- A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (Q6157628) (← links)