Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast

A comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of proba

This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the t

This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of p