Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen

Fuente: arXiv
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Auteurs principaux: Benth, Fred Espen, Veraart, Almut E. D.
Format: Preprint
Publié: 2024
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author Benth, Fred Espen
Veraart, Almut E. D.
author_facet Benth, Fred Espen
Veraart, Almut E. D.
contents This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the emerging trends in ambit stochastics.
format Preprint
id arxiv_https___arxiv_org_abs_2410_00566
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
Benth, Fred Espen
Veraart, Almut E. D.
Methodology
Probability
Statistics Theory
Applications
This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the emerging trends in ambit stochastics.
title Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
topic Methodology
Probability
Statistics Theory
Applications
url https://arxiv.org/abs/2410.00566