Ambit Stochastics has emerged as a new field in probability theory during the last decade.
While there are still many open questions and challenges, we think that the time is right to …

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 …

In this paper, we present some new limit theorems for power variation of k th order
increments of stationary increments Lévy driven moving averages. In the infill asymptotic …

In this paper, we consider sample path growth of superpositions of Ornstein–Uhlenbeck-type
processes (supOU). SupOU processes are stationary infinitely divisible processes defined …

In this paper we suggest two continuous-time models which exhibit an autoregressive
structure. We obtain existence and uniqueness results and study the structure of the solution …

In this paper we present new limit theorems for variational functionals of stationary
increments Lévy driven moving averages in the high frequency setting. More specifically, we …

In this paper, we study the problem of statistical inference for a continuous-time moving
average Lévy process of the form Z_t=RK(ts)\,dL_s,\qquadt∈R, with a deterministic kernel K …

In this work, we compare Lévy space‐time white noises and cylindrical Lévy processes.
Lévy space‐time white noises are defined as infinitely divisible independently scattered …

In this paper we present some new limit theorems for power variation of kth order increments
of stationary increments Lévy driven moving averages. In this infill sampling setting, the …

In this paper we present some limit theorems for power variation of a class of stationary
increments Lévy driven moving averages in the setting of critical regimes. In an earlier work …