Change of Time and Change of Measure

Change of Time and Change of Measure
Author :
Publisher : World Scientific
Total Pages : 323
Release :
ISBN-10 : 9789814324472
ISBN-13 : 9814324477
Rating : 4/5 (477 Downloads)

Book Synopsis Change of Time and Change of Measure by : Ole E. Barndorff-Nielsen

Download or read book Change of Time and Change of Measure written by Ole E. Barndorff-Nielsen and published by World Scientific. This book was released on 2010 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results.


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