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

Change of Time and Change of Measure (Second Edition)

Advanced Statistical Science and Applied Probability

Ole E. Barndorff-Nielsen, Albert N. Shiryaev

344 pages • missing pub info (editions)

nonfiction business mathematics
Powered by AI (Beta)
Loading...

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...

Read more

Community Reviews

Loading...

Content Warnings

Loading...