Ambit processes and stochastic partial differential equations-边界过程和随机偏微分方程

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英文文献：Ambit processes and stochastic partial differential equations-边界过程和随机偏微分方程
英文文献作者：Ole E. Barndorff–Nielsen,Fred Espen Benth,Almut E. D. Veraart
英文文献摘要：
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis.

范围过程是基于对Levy基的随机积分的一般随机过程。由于其灵活的结构，他们有巨大的潜力为各种应用提供现实的模型，如在动荡和金融。研究了随机偏微分方程的边界过程与解之间的关系。本文从沃尔什鞅测度理论和利维噪声分析两个角度研究了这一关系。

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