Change of Time and Change of Measure (Second Edition) (English, OLE E. Barndorff-Nielsen | Albert N. Shiryaev)
by OLE E. Barndorff-Nielsen | Albert N. Shiryaev
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814678582
ISBN-10
9814678589
Author
OLE E. Barndorff-Nielsen | Albert N. Shiryaev
About the Book
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynam…
ISBN: 9789814678582
ISBN-13: 9789814678582
ISBN-10: 9814678589
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Product ID: isbn-9789814678582
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