Some Recent Developments in Ambit Stochastics
Publication:2801788
DOI10.1007/978-3-319-23425-0_1zbMath1382.60003MaRDI QIDQ2801788
Emil Hedevang, Benedykt Szozda, Jürgen Schmiegel, Ole Eiler Barndorff-Nielsen
Publication date: 22 April 2016
Published in: Stochastics of Environmental and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-23425-0_1
turbulence; universality; finance; time-change; extended subordination; ambit stochastics; metatimes; stochastic volatility/intermittency
60G60: Random fields
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B70: Stochastic models in economics
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G57: Random measures
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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