Change of Time and Change of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability)
by Ole E Barndorff-Nielsen,Albert Shiryaev
ISBN 13: 9789814678582
Format: Hardcover (346 pages) Publisher: WSPC Published: 30 Sep 2015
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Lévy Processes: Theory and Applications
by Ole E Barndorff-Nielsen,Thomas Mikosch,Sidney I. Resnick
ISBN 13: 9780817641672
Format: Illustrated (429 pages) Publisher: Birkhäuser Published: 01 Apr 2001