1 títulos para "Ole E Barndorff Nielsen Albert Shiryaev"

CHANGE OF TIME AND CHANGE OF MEASURE

Ole E Barndorff-Nielsen/Albert Shiryaev

 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 to understanding the nature of various stochasti...