Some Recent Developments in Ambit Stochastics (Q2801788): Difference between revisions

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+Processes of normal inverse Gaussian type
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+Stationary infinitely divisible processes
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+Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
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+On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
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+Infinite divisibility for stochastic processes and time change
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+Assessing relative volatility/ intermittency/energy dissipation
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+Meta-Times and Extended Subordination
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+A Stochastic Differential Equation Framework for the Timewise Dynamics of Turbulent Velocities
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+Change of Time and Change of Measure
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+Asymptotic theory for Brownian semi-stationary processes with application to turbulence
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+The random integral representation conjecture: a quarter of a century later
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+Spectral representations of infinitely divisible processes
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+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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