Ambit Stochastics (Probability Theory and Stochastic Modelling #88)
by Ole E. Barndorff-Nielsen, Fred Espen Benth and Almut E. D. Veraart
$123.19 / copy at 25+ copies As low as $120.39 at 100+Your best volume price
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BookPal × TalezoAmbit Stochastics (Probability Theory and Stochastic Modelling #88)
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.
The book, Ambit Stochastics (Probability Theory and Stochastic Modelling #88) [Bulk, Wholesale, Quantity] ISBN#9783030068028 in Paperback by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
- Publisher
- Springer International Publishing
- Authors
- Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
- Format
- Paperback
- Published
- Dec 20, 2018
- ISBN-13
- 9783030068028
- Pages
- 402
- Printing
- Printed on demand
Ambit Stochastics (Probability Theory and Stochastic Modelling #88) in bulk: pricing
Volume pricing applies automatically in your cart. No codes, no account needed.
| Copies | Price per copy | You save |
|---|---|---|
| 25 – 49 | $123.19 | 12% off list |
| 50 – 99 | $121.79 | 13% off list |
| 100+ | $120.39 | 14% off list |
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