Ambit Stochastics by Ole E. Barndorff-Nielsen & Fred Espen Benth & Almut E. D. Veraart

Author:Ole E. Barndorff-Nielsen & Fred Espen Benth & Almut E. D. Veraart
Language: eng
Format: epub
ISBN: 9783319941295
Publisher: Springer International Publishing

References

Adler, R., Monrad, D., Scissors, R. & Wilson, R. (1983), ‘Representations, decompositions and sample function continuity of random fields with independent increments’, Stochastic Processes and their Applications 15(1), 3–30.MathSciNetCrossref

Applebaum, D. (2009), Lévy processes and stochastic calculus, Vol. 116 of Cambridge Studies in Advanced Mathematics, second edn, Cambridge University Press, Cambridge. Reprinted 2011 with corrections.

Barndorff-Nielsen, O. E. (2010), Lévy bases and extended subordination. Thiele Research Report 2010–12.

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