university-industry ambit. The methodological procedures were carried out in four distinct phases. The first phase consisted of a …

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 … integration concepts and recent limit theory for high frequency statistics of ambit fields. …

We study the asymptotic behavior of lattice power variations of two-parameter ambit fields that are driven by white … noise. Our first result is a law of large numbers for such power variations. Under a constraint on the memory of the ambit … to the ambit field, when the lattice spacing tends to zero. This law of large numbers holds also for thinned power …

Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their … finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations …

This paper proposes a new modelling framework for electricity forward markets, which is based on ambit fields. The new …