Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart

Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. Th…