Change of time and change of measure (second edition)
Auteur :
Barndorff-Nielsen, Ole E / Shiryaev, Albert
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814678582
Date de publication :
26 juin 2015
Langue :
Anglais
Pays d'origine :
Singapour
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.