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.
CITATION STYLE
Podolskij, M. (2015). Ambit Fields: Survey and New Challenges. In Progress in Probability (Vol. 69, pp. 241–279). Birkhauser. https://doi.org/10.1007/978-3-319-13984-5_12
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