Change of time and change of measure
Publisher: World Scientific
Published: 2010
Place of publication: Singapore
Language: eng
Number of pages: 305
ISBN-13: 9789814324472
Description: 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. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results.