Change of Time and Change of Measure (Second Edition) by Albert N. Shiryaev, Ole E. Barndorff-Nielsen

Change of Time and Change of Measure (Second Edition)

Advanced Statistical Science and Applied Probability

Albert N. Shiryaev, Ole E. Barndorff-Nielsen

344 pages • missing pub info (editions)

nonfiction business mathematics
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Description

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 t...

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