by Albert Shiryaev (Author), Albert Shiryaev (Author), Ole E Barndorff-Nielsen (Author)
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.
Format: Hardcover
Pages: 346
Edition: Second
Publisher: WSPC
Published: 30 Sep 2015
ISBN 10: 9814678589
ISBN 13: 9789814678582