Ambit fields: a stochastic modelling approach

作者:Schmiegel Jurgen*
来源:Mathematical and Computer Modelling of Dynamical Systems, 2018, 24(4): 372-386.
DOI:10.1080/13873954.2018.1488738

摘要

This paper reviews some recent developments in the field of ambit stochastics with focus on modelling applications. The great flexibility and mathematical tractability of ambit fields is illustrated by a wide range of applications, covering such diverse areas as turbulence, tumour growth and finance.

  • 出版日期2018

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