1
by Barndorff-Nielsen, Ole E., Benth, Fred Espen, Veraart, Almut E. D.
Published 2018
Springer International Publishing
Table of Contents: ... and simulation of ambit fields -- 7 Stochastic integration with ambit fields as integrators -- 8 Trawl processes...

2
Published 2007
Springer Berlin Heidelberg
Table of Contents: ...Memoirs of My Research on Stochastic Analysis -- Itô Calculus and Quantum White Noise Calculus...

3
by Benth, Fred Espen
Published 2004
Springer Berlin Heidelberg
Table of Contents: ... Model -- 3 An Introduction to Stochastic Analysis -- 3.1 The Itô Integral -- 3.2 The Itô Formula -- 3.3...

4
Published 2016
Springer International Publishing
Table of Contents: ...Some recent developments in ambit stochastics -- Functional and Banach space stochastic calculi...

5
by Benth, Fred Espen, Krühner, Paul
Published 2023
Springer International Publishing
Table of Contents: ... The Filipović space and operators -- 4 Stochastic integration and partial differential equations -- Part II...

6
by Benth, Fred Espen, Crisan, Dan, Guasoni, Paolo, Manolarakis, Konstantinos
Published 2013
Springer International Publishing
Table of Contents: ... Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor...