Ambit Processes, Their Volatility Determination and Their Applications
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Publication:2946095
DOI10.1007/978-3-319-03512-3_14zbMath1341.60039OpenAlexW126503346MaRDI QIDQ2946095
Arturo Valdivia, José Manuel Corcuera, Gergely Farkas
Publication date: 16 September 2015
Published in: Modern Stochastics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_14
Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Statistical turbulence modeling (76F55) Financial applications of other theories (91G80) Stochastic integrals (60H05)
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