Ambit fields: a stochastic modelling approach

Jürgen Schmiegel

Mathematical and Computer Modelling of Dynamical Systems, 2018, vol. 24, issue 4, 372-386

Abstract: 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.

Date: 2018
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DOI: 10.1080/13873954.2018.1488738

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