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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Bibliographic Details

Main Author:	Barndorff-Nielsen, Ole E. (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Probability Theory and Stochastic Modelling, 88
Subjects:	Probabilities. Mathematical physics. Economics, Mathematical . Statistics .
ISBN:	9783319941295
ISSN:	2199-3130 ;
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