Some Recent Developments in Ambit Stochastics

DOI10.1007/978-3-319-23425-0_1zbMath1382.60003MaRDI QIDQ2801788

Jürgen Schmiegel, Benedykt Szozda, Ole Eiler Barndorff-Nielsen, Emil Hedevang

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

zbMATH Keywords

turbulence; universality; finance; time-change; extended subordination; ambit stochastics; metatimes; stochastic volatility/intermittency

Mathematics Subject Classification ID

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

Related Items

Gamma Kernels and BSS/LSS Processes, Volterra-type Ornstein-Uhlenbeck processes in space and time, Weak dependence and GMM estimation of supOU and mixed moving average processes

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