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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart



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Autore: Barndorff-Nielsen, Ole E. Visualizza persona
Titolo: Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart Visualizza cluster
Pubblicazione: Cham, : Springer, 2018
Titolo uniforme: Ambit Stochastics  
Descrizione fisica: xxv, 402 p. : ill. ; 24 cm
Soggetto topico: 60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G60 - Random fields [MSC 2020]
62H11 - Directional data; spatial statistics [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020]
62M30 - Inference from spatial processes [MSC 2020]
76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]
62P35 - Applications of statistics to physics [MSC 2020]
76F55 - Statistical turbulence modeling [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
Soggetto non controllato: Ambit fields
Energy markets
Lévy basis
Lévy processes
Non-semimartingales
Power variation
Quantitative Finance
Random fields
Statistical turbulence
Stochastic Partial Differential Equations
Stochastic integration
Trawl processes
Volatility/intermittency
Volterra processes
Altri autori: Benth, Fred Espen  
Veraart, Almut E. D.  
Titolo autorizzato: Ambit Stochastics  Visualizza cluster
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: VAN0124560
Lo trovi qui: Univ. Vanvitelli
Localizzazioni e accesso elettronico http://doi.org/10.1007/978-3-319-94129-5
Opac: Controlla la disponibilità qui
Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 88