Pages that link to "Item:Q2974867"
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The following pages link to Representation and approximation of ambit fields in Hilbert space (Q2974867):
Displaying 14 items.
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations (Q265269) (← links)
- On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling. (Q954636) (← links)
- Stochastic model of the electric power purchase system on a railway segment (Q1647288) (← links)
- Electricity market stochastic dynamic model and its mean stability analysis (Q1717870) (← links)
- Stability of the stochastic model for power markets with interval parameters (Q1793425) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- A stochastic equivalence approach for an Ornstein-Uhlenbeck process driven power system dynamics (Q2688829) (← links)
- Approximating ambit fields via Fourier methods (Q2804015) (← links)
- (Q4234744) (← links)
- Klein approximation and Hilbertian fields (Q4914034) (← links)
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations (Q5056589) (← links)
- FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES (Q5249753) (← links)
- (Q5746528) (redirect page) (← links)
- Robustness of Hilbert space-valued stochastic volatility models (Q6619590) (← links)
