Ambit Processes and Stochastic Partial Differential Equations
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Publication:5198555
DOI10.1007/978-3-642-18412-3_2zbMath1239.91188MaRDI QIDQ5198555
Almut E. D. Veraart, Fred Espen Benth, Ole Eiler Barndorff-Nielsen
Publication date: 8 August 2011
Published in: Advanced Mathematical Methods for Finance (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/20040083/rp10_17.pdf
60G60: Random fields
91G80: Financial applications of other theories
60H40: White noise theory
60H05: Stochastic integrals
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60G57: Random measures
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