On limit theory of ambit fields

PhD defence, Tuesday 13 June 2017. Claudio Heinrich

2017.06.13 | Anne Have Lietzen

Claudio Heinrich

Ambit fields are a recently developed stochastic model with manifold applications, examples being modelling of particle movement in turbulent flows, tumor growth, rainfall, and energy prices. In my research we investigated the limit theory for certain subclasses of ambit fields. Our results can be used to estimate parameters and lead to a better understanding of the fine scale properties of this model.

The PhD degree was completed at the Department of Mathematics, Science and Technology, Aarhus University.

This résumé was prepared by the PhD student.

Time: Tuesday 13 June 2017 at 13.00

Place: Building 1531, room 219, Auditorium D4, Department of Mathematics, Ny Munkegade 118, Aarhus University, 800 Aarhus C.

Title of dissertation: Fine scale properties of ambit fields - limit theory and simulation

Contact information: Claudio Heinrich, e-mail: claudio.heinrich@math.au.dk, tel.: +45 71698785

Members of the assessment committee:

Professor Thomas Mikosch, Department of Mathematics, University of Copenhagen, Denmark

Professor Ivan Nourdin, Mathematics Research Unit, University of Luxembourg

Professor Jens Ledet Jensen, Department of Mathematics, Aarhus University

Main supervisor:

Professor Mark Podolskij, Department of Mathematics, Aarhus University

 

Language: The PhD dissertation will be defended in English.

The defence is public.

The dissertation is available for reading at the Graduate School of Science and Technology/GSST, Ny Munkegade 120, building 1520, rooms 128-134, 8000 Aarhus C.

PhD defence
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Revised 08.12.2017