英文文献:Ambit fields: survey and new challenges-领域范围:调查与新挑战
英文文献作者:Mark Podolskij
英文文献摘要:
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 exible 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.
本文综述了该领域研究的最新进展,并指出了一些尚待解决的问题。范围场是一类时空随机过程,它的一般结构构成了动态结构在时间和/或空间上的可行模型。我们将回顾它们的基本概率性质,主要的随机积分概念和最近的极限理论的高频统计范围。


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