Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
Fred Espen Benth, Almut E. D. Veraart
TL;DR
This paper surveys the development and key aspects of ambit stochastics, honoring Ole E. Barndorff-Nielsen's contributions and discussing emerging trends in this evolving research area.
Contribution
It provides a comprehensive overview of ambit stochastics, emphasizing foundational work and recent advancements inspired by Ole E. Barndorff-Nielsen.
Findings
Highlights Ole E. Barndorff-Nielsen's foundational contributions
Identifies emerging trends in ambit stochastics
Summarizes recent research developments
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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Taxonomy
TopicsEuropean Monetary and Fiscal Policies · Insurance, Mortality, Demography, Risk Management · Simulation Techniques and Applications