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Ambit Fields: Survey and New Challenges

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Book cover XI Symposium on Probability and Stochastic Processes

Part of the book series: Progress in Probability ((PRPR,volume 69))

Abstract

In this paper we present a survey on recent developments in the study of ambit fields and point out some open problems. Ambit fields is a class of spatio-temporal stochastic processes, which by its general structure constitutes a flexible model for dynamical structures in time and/or in space. We will review their basic probabilistic properties, main stochastic integration concepts and recent limit theory for high frequency statistics of ambit fields.

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Notes

  1. 1.

    From Latin ambitus: a sphere of influence

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Aarhus, Ny Munkegade 118, 8000, Aarhus C, Denmark

    Mark Podolskij

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  1. Mark Podolskij
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Correspondence to Mark Podolskij .

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Editors and Affiliations

  1. Probabilidad y Estadística, IIMAS UNAM, Mexico

    Ramsés H. Mena

  2. CIMAT, Guanajuato, Mexico

    Juan Carlos Pardo

  3. CIMAT, Guanajuato, Mexico

    Víctor Rivero

  4. Instituto de Matemáticas, UNAM, Mexico

    Gerónimo Uribe Bravo

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Podolskij, M. (2015). Ambit Fields: Survey and New Challenges. In: Mena, R., Pardo, J., Rivero, V., Uribe Bravo, G. (eds) XI Symposium on Probability and Stochastic Processes. Progress in Probability, vol 69. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-13984-5_12

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