Ambit Stochastics

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

Book Overview

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 Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted...

• Format: Paperback
• Language: English
• ISBN: 3030068021
• ISBN13: 9783030068028
• Release Date: December 2018
• Publisher: Springer
• Length: 402 Pages
• Weight: 1.32 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"