Change of time and change of measure
By: by Ole E Barndorff-Nielsen, Aarhus University, Denmark, Albert Shiryaev, Steklov Mathematical Institute, Russia and Moscow State University, Russia
Contributors: Shiri︠a︡ev, Alʹbert Nikolaevich
Edition: Second edition.
Series: Advanced series on statistical science and applied probability -- vol. 21
Publisher: World Scientific; WSPC
Published: 2015
Place of publication: New Jersey
Language: eng
Number of pages: 326
ISBN-13: 9789814678582
Copyright date: 2015
Subjects: Probabilities; Stochastic models; Time-series analysis; Stochastic analysis; Random measures
Notes: Includes bibliographical references (pages 309-320) and index.