Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88) by Ole E. Barndorff-Nielsen (PDF)

    1

     

    Ebook Info

    • Published: 2018
    • Number of pages: 427 pages
    • Format: PDF
    • File Size: 6.84 MB
    • Authors: Ole E. Barndorff-Nielsen

    Description

    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 to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context.Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

    User’s Reviews

    Keywords

    Free Download Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88) in PDF format
    Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88) PDF Free Download
    Download Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88) 2018 PDF Free
    Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88) 2018 PDF Free Download
    Download Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88) PDF
    Free Download Ebook Ambit Stochastics (Probability Theory and Stochastic Modelling Book 88)

    Previous articleSpectral Theory of Periodic Differential Equations by M. S. P. Eastham (PDF)
    Next articleTheory of Point Estimation (Springer Texts in Statistics) 2nd Edition by E.L. Lehmann (PDF)