Ambit processes and stochastic partial differential equations
Year of publication: |
2011
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Benth, Fred Espen ; Veraart, Almut E. D. |
Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 35-74
|
Subject: | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Modellierung | Scientific modelling | Analysis | Mathematical analysis | Theorie | Theory |
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