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

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arxiv 2410.00566 v2 pith:KT5YJWV3 submitted 2024-10-01 stat.ME math.PRmath.STstat.APstat.TH

classification stat.MEmath.PRmath.STstat.APstat.TH
keywords ambitstochasticsbarndorff-nielsenresearchadvancementarticleaspectscontributions
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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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