Ambit Stochastics (Probability Theory and Stochastic Modelling (88), Band 88)

Language: English

Published by Springer-Verlag Gmbh, 2018

3319941283 / 9783319941288

Series: Book 24 of 35 - Probability Theory and Stochastic Modelling

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - 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.

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Title
Ambit Stochastics (Probability Theory and Stochastic Modelling (88), Band 88)
Author
Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Publisher
Springer-Verlag Gmbh
Publication year
2018
Condition
Sehr gut
Binding
Gebundene Ausgabe
Language
English
ISBN 10
3319941283
ISBN 13
9783319941288
Item weight
805 grams
Dimensions
241x160x28 mm
Series
Book 24 of 35: Probability Theory and Stochastic Modelling

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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