Ambit stochastics
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Publication:4686609
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- Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
- Some recent developments in ambit stochastics
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- Ambit processes, their volatility determination and their applications
Cited in
(36)- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
- Ambit processes; with applications to turbulence and tumour growth
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
- Self-exciting multifractional processes
- Ambit fields: survey and new challenges
- Ambit processes, their volatility determination and their applications
- Ambit fields: a stochastic modelling approach
- Limit theorems for integrated trawl processes with symmetric Lévy bases
- Change of time and change of measure
- Structured dependence between stochastic processes
- Correlators of polynomial processes
- Limit theorems for trawl processes
- Local scaling limits of Lévy driven fractional random fields
- Modelling electricity futures by ambit fields
- Ambit processes and stochastic partial differential equations
- Stochastic delay differential equations and related autoregressive models
- Periodic trawl processes: simulation, statistical inference and applications in energy markets
- Robustness of Hilbert space-valued stochastic volatility models
- On the divergence and vorticity of vector ambit fields
- Intermittency and infinite variance: the case of integrated supou processes
- Intermittency and multiscaling in limit theorems
- Some recent developments in ambit stochastics
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process
- Volterra equations driven by rough signals 2: Higher-order expansions
- An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
- Metatimes, random measures and cylindrical random variables
- Modelling Lévy space‐time white noises
- Simulation methods and error analysis for trawl processes and ambit fields
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
- Stochastic integrals and Gelfand integration in Fréchet spaces
- Volatility determination in an ambit process setting
- Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --
- Multivariate continuous-time autoregressive moving-average processes on cones
- Likelihood theory for the graph Ornstein-Uhlenbeck process
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
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