AHOI

I am a founding member of the research network AHOI.

AHOI (AarHus, Oslo, Imperial) is a collaborative network between researchers in Stochastics at

• Aarhus University:
  • Thiele Centre, Department of Mathematics;
  • CREATES, Department of Economics and Business;
• Oslo University: CMA, Department of Mathematics;
• Imperial College London: Department of Mathematics.

The purpose of the network is to foster basic research in the theory and applications of Ambit Stochastics, a new field of mathematical stochastics that has its origin in the study of turbulence, but is in fact of broad applicability in science, technology and finance, in relation to modelling of spatio-temporal dynamic processes. Moreover, the particular character of ambit processes has raised a plethora of new, purely mathematical research questions whose solution is essential for the building of a full-fledged stochastic analysis for such processes.

More details can be found here.