Ambit fields: survey and new challenges
Probability
2014-05-08 v1
Abstract
In this paper we present a survey on recent developments in the study of ambit fields and point out some open problems. Ambit fields is a class of spatio-temporal stochastic processes, which by its general structure constitutes a flexible model for dynamical structures in time and/or in space. We will review their basic probabilistic properties, main stochastic integration concepts and recent limit theory for high frequency statistics of ambit fields.
Cite
@article{arxiv.1405.1531,
title = {Ambit fields: survey and new challenges},
author = {Mark Podolskij},
journal= {arXiv preprint arXiv:1405.1531},
year = {2014}
}
Comments
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