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Ambit Stochastics

Ole E. Barndorff-Nielsen , Fred Espen Benth , Almut E. D. Veraart

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...

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