Ambit Fields: Survey and New Challenges
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Publication:5038271
DOI10.1007/978-3-319-13984-5_12zbMath1498.60095arXiv1405.1531OpenAlexW2133896772MaRDI QIDQ5038271
Publication date: 30 September 2022
Published in: XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.1531
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (10)
Equivalent martingale measures for Lévy-driven moving averages and related processes ⋮ Lévy-driven Volterra equations in space and time ⋮ The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes ⋮ Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach ⋮ Pathwise Decompositions of Brownian Semistationary Processes ⋮ Low-frequency estimation of continuous-time moving average Lévy processes ⋮ Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise ⋮ Selfdecomposable fields ⋮ Intermittency and infinite variance: the case of integrated supou processes ⋮ A weak law of large numbers for realised covariation in a Hilbert space setting
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