Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen

Almut E. D. Veraart; Fred Espen Benth

arxiv: 2410.00566 · v2 · pith:KT5YJWV3 · submitted 2024-10-01 · stat.ME · math.PR· math.ST· stat.AP· stat.TH

Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen

Fred Espen Benth , Almut E. D. Veraart This is my paper

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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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Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen

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