Representation and approximation of ambit fields in Hilbert space (Q2974867)
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scientific article; zbMATH DE number 6259464
- Stochastic Modeling of Power Markets Using Stationary Processes
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation and approximation of ambit fields in Hilbert space |
scientific article; zbMATH DE number 6259464 |
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Representation and approximation of ambit fields in Hilbert space (English)
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Stochastic Modeling of Power Markets Using Stationary Processes (English)
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11 April 2017
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19 February 2014
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ambit fields
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Hilbert space representation
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stochastic partial differential equations
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approximation
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energy markets
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spot modeling
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forward pricing
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Lévy semistationary processes
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numerical simulation
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Fourier transform
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