ingestion 发表于 2025-3-28 14:37:57

Thorsten Kuthe,Madeleine Zipperlerinciple the approach is analogous to the simulation of volatility modulated Volterra processes, however, becoming much more technical due to the additional spatial dimension. In this technical chapter, we provide a full-blown theory for simulation using Fourier expansion with proofs. The Fourier me

发酵剂 发表于 2025-3-28 21:25:11

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比赛用背带 发表于 2025-3-29 00:50:48

,Zusammenfassende Schlußbemerkungen,evaluating a Lévy basis over stationary ambit sets. Trawl processes, although very simplistic, provide an amazingly rich family of stationary stochastic processes in time, where the temporal dependence structure is specified through the ambit sets. An application to high-frequency financial time ser

Spangle 发表于 2025-3-29 05:53:45

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贞洁 发表于 2025-3-29 08:19:58

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细胞学 发表于 2025-3-29 12:48:54

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COM 发表于 2025-3-29 16:51:26

Ole E. Barndorff-Nielsen,Fred Espen Benth,Almut E.Written by the leading experts in the field.Presents current state of the art.Provides theoretical foundations and presents applications in great detail

biopsy 发表于 2025-3-29 22:38:08

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查看完整版本: Titlebook: Ambit Stochastics; Ole E. Barndorff-Nielsen,Fred Espen Benth,Almut E. Book 2018 Springer Nature Switzerland AG 2018 60G60, 60F05, 60H05, 6