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Ambit stochastics

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Am...

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Detalles Bibliográficos
Autores principales: Barndorff-Nielsen, Ole E, Benth, Fred Espen, Veraart, Almut E D
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-94129-5
http://cds.cern.ch/record/2647141