Dahl, Kristina Rognlien; Eyjolfsson, Heidar Self-exciting jump processes and their asymptotic behaviour. (English) Zbl 1499.60283 Stochastics 94, No. 8, 1166-1185 (2022). MSC: 60J76 60H10 PDFBibTeX XMLCite \textit{K. R. Dahl} and \textit{H. Eyjolfsson}, Stochastics 94, No. 8, 1166--1185 (2022; Zbl 1499.60283) Full Text: DOI arXiv
Benth, Fred Espen; Eyjolfsson, Heidar Representation and approximation of ambit fields in Hilbert space. (English) Zbl 1379.60054 Stochastics 89, No. 1, 311-347 (2017). MSC: 60G60 60H15 60H05 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{H. Eyjolfsson}, Stochastics 89, No. 1, 311--347 (2017; Zbl 1379.60054) Full Text: DOI arXiv
Eyjolfsson, Heidar Approximating ambit fields via Fourier methods. (English) Zbl 1360.60095 Stochastics 87, No. 5, 885-917 (2015). MSC: 60G51 60G60 91G20 PDFBibTeX XMLCite \textit{H. Eyjolfsson}, Stochastics 87, No. 5, 885--917 (2015; Zbl 1360.60095) Full Text: DOI