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English

Change Of Time And Change Of Measure

Hardcover • 2015 • 1. edition

Change Of Time And Change Of Measure

By Ole E. Barndorff-Nielsen, Albert N. Shiryaev

0 Ratings • 0.0 of 5

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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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