Ambit fields: a stochastic modelling approach

被引：1

作者：

Schmiegel, Jurgen ^{[1
]}

机构：

[1] Aarhus Univ, Dept Engn, Aarhus, Denmark

来源：

MATHEMATICAL AND COMPUTER MODELLING OF DYNAMICAL SYSTEMS | 2018年 / 24卷 / 04期

关键词：

Stochastic modelling; turbulence physics; financial mathematics; biological processes; INFINITELY DIVISIBLE PROCESSES; TAYLORS HYPOTHESIS; TUMOR-GROWTH; TURBULENCE; CASCADES; EQUATION;

D O I：

10.1080/13873954.2018.1488738

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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.

引用

页码：372 / 386

页数：15

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