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Change Of Time And Change Of Measure

Innbundet • 2015 • 1. utgave

Change Of Time And Change Of Measure

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

0 vurderinger • 0.0 av 5

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Om boken

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...Vis mer

Om boken

ISBN

9789814678582

Forlag

World Scientific Publishing Co Pte Ltd

Publiseringsår

2015

Språk

Utgave

1

Originaltittel

Change Of Time And Change Of Measure

Format

Innbundet

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