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Ambit Stochastics - MaRDI portal

Ambit Stochastics (Q4686609)

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scientific article; zbMATH DE number 6946620
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English
Ambit Stochastics
scientific article; zbMATH DE number 6946620

    Statements

    title
    Ambit Stochastics (English)
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    publication date
    2 October 2018
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    zbMATH Keywords
    ambit set
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    ambit field
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    Volterra process
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    non-semimartingale integration
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    turbulence modelling
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    option pricing
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    simulation
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60G60
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    60G51
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    76F02
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    91G20
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    zbMATH DE Number
    6946620
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    OpenAlex ID
    W4256136985
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