Ambit processes and stochastic partial differential equations
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- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation
- Forecasting energy market contracts by ambit processes: empirical study and numerical results
- Stochastic PDEs with heavy-tailed noise
- Lévy-driven Volterra equations in space and time
- On the approximation of Lévy driven Volterra processes and their integrals
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations
- Stationary and multi-self-similar random fields with stochastic volatility
- Approximating ambit fields via Fourier methods
- Integration theory for infinite dimensional volatility modulated Volterra processes
- Integer-valued trawl processes: a class of stationary infinitely divisible processes
- Ambit processes, their volatility determination and their applications
- Simulation of stochastic Volterra equations driven by space-time Lévy noise
- Likelihood Inference for Exponential-Trawl Processes
- Modelling electricity futures by ambit fields
- Derivatives pricing in energy markets: an infinite-dimensional approach
- Modelling Lévy space‐time white noises
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
- Limit theorems for power variations of ambit fields driven by white noise
- Gamma kernels and BSS/LSS processes
- Ambit fields: survey and new challenges
- Pathwise decompositions of Brownian semistationary processes
- Ambit processes; with applications to turbulence and tumour growth
- Ambit fields: a stochastic modelling approach
- A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution
- Stationary infinitely divisible processes
- Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
- Research frontiers in ambit stochastics: in memory of Ole E. Barndorff-Nielsen
- Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise
- Existence of optimal controls for stochastic Volterra equations
- Polynomial Volterra processes
- Integrability conditions for space-time stochastic integrals: theory and applications
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