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Research

The Ambit Stochastics group deals with the study of random objects whose properties depend on time and spatial position (or any other type of variables). The variability in space and time is controlled through specific regions in space and time, the so-called ambit sets, and encompasses additional basic stochastic variation, the so-called intermittency/volatility.

This approach is very general and comprises in particular the basic idea of a causality cone in the past that is fundamental in physics. Accordingly, Ambit Stochastics has the potential to be applied in many fields of sciences where the variability at a certain point can be partly traced back to what happened in a region associated to this point.

Our main focus concerning the application of Ambit Stochastics to real phenomena is turbulence modelling. We are seeking for a unifying modelling framework that is able to capture the main stylized features of turbulent flows.