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