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Research Frontiers in Ambit Stochastics: In memory of Ole E. Barndorff-Nielsen

1 October 2024
F. Benth
Almut E. D. Veraart
ArXiv (abs)PDFHTML
Abstract

This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the emerging trends in ambit stochastics.

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