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Hardcover • 2015 • 1. edition
By Ole E. Barndorff-Nielsen, Albert N. Shiryaev
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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 dynamic processes. Change of probability law is a techn...Show more
Book details
ISBN
9789814678582
Publisher
World Scientific Publishing Co Pte Ltd
Published year
2015
Language
Edition
1
Original title
Change Of Time And Change Of Measure
Format
Hardcover
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