Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend ...
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Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
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Add this copy of Ambit Stochastics (Probability Theory and Stochastic to cart. $108.58, Sold by Zubal Books rated 5.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2018 by Springer.
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427 pp., hardcover, new. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Photos available upon request.
Add this copy of Ambit Stochastics to cart. $140.50, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2018 by Springer.
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New. Print on demand Trade paperback (US). Glued binding. 402 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color. Probability Theory and Stochastic Modelling, 88.
Add this copy of Ambit Stochastics to cart. $140.50, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2018 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Sewn binding. Cloth over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color. Probability Theory and Stochastic Modelling, 88.
