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
收藏
页码：372 / 386
页数：15
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