We present some recent limit theorems for high frequency observations of ambit processes. Ambit processes constitute a flexible class of models, which are usually used to describe turbulent motion in physics. Mathematically speaking, they have a continuous moving average structure with additional random component called intermittency. In the first part of the lecture we will demonstrate the asymptotic theory for ambit processes driven by Brownian motion. The second part will deal with Levy driven ambit processes. We will see that these two cases deliver completely different limiting results.

本講演は数物フロンティア・リーディング大学院のレクチャーとして行います．