Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

DOI10.4064/bc104-0-2zbMath1312.60063arXiv1210.1354OpenAlexW2963754909MaRDI QIDQ5245471

Fred Espen Benth, Almut E. D. Veraart, Ole Eiler Barndorff-Nielsen

Publication date: 8 April 2015

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1354

zbMATH Keywords

stochastic time changerandom measuresambit fieldsambit stochasticstempo-spatial stochastic volatility/intermittency

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stationary stochastic processes (60G10) Random measures (60G57)

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