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

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Integration with Respect to Volatility Modulated Volterra Processeslculus. Indeed, the stochastic integral with respect to a volatility modulated Volterra process can be defined for a reasonably large class of (anticipative) stochastic integrand processes by a Skorohod stochastic integral and a classical Lebesgue integral over time. In both the integrals, an operat

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Turbulence Modellingal theory of homogeneous turbulence in view of volatility modulated Volterra processes and ambit fields. After a review of the statistical theory due to Kolmogorov-Obukhov, with a particular emphasis on scaling laws, we discuss ambit fields and various subclasses and their relevance to turbulence. I

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Forward Curve Modelling by Ambit Fieldsrward price modelling. Indeed, we state general ambit field models with drift, where the spatial dimension is the delivery time of the forward contract. The ambit sets will have a simple form in our setting, and we derive explicit no-arbitrage conditions for the drift in both arithmetic and geometri

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Ambit Stochastics978-3-319-94129-5Series ISSN 2199-3130 Series E-ISSN 2199-3149

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Erratum to: Die Herstellung der Emailsh focus on the temporal dependency structure. Several examples are introduced, with particular emphasis on Brownian semistationary processes having generalised hyperbolic marginal distribution. Apart from examples of stochastic volatility processes, we also discuss time change as a tool for volatility modulation.