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

402 pages missing pub info (editions)

nonfiction mathematics science medium-paced
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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 applic...

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