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...
| Main Author: | Barndorff-Nielsen, O. E. |
|---|---|
| Other Authors: | Benth, Fred Espen, 1969-, Veraart, Almut E. D.,, SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham, Switzerland :
Springer,
[2018]
|
| Physical Description: |
1 online resource. |
| Series: |
Probability theory and stochastic modelling ;
v. 88. |
| Subjects: |