Change of Time and Change of Measure
| Author | : Ole E. Barndorff-Nielsen |
| Publisher | : World Scientific |
| Total Pages | : 323 |
| Release | : 2010 |
| 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.
