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Change of Time and Change of Measure - Advanced Series on Statistical Science and Applied Probability Barndorff-Nielsen, Ole E (Aarhus University, Denmark)
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Change of Time and Change of Measure - Advanced Series on Statistical Science and Applied Probability
Barndorff-Nielsen, Ole E (Aarhus University, Denmark)
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. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.
320 pages, illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2010. gada 9. novembris |
| ISBN13 | 9789814324472 |
| Izdevēji | World Scientific Publishing Co Pte Ltd |
| Lapas | 322 |
| Izmēri | 150 × 234 × 23 mm · 592 g |
| Redaktors | Barndorff-nielsen, Ole E. |
| Redaktors | Shiryaev, Albert N. |
![Cover for Barndorff-Nielsen, Ole E (Aarhus University, Denmark) · Change of Time and Change of Measure (Second Edition) - Advanced Series on Statistical Science and Applied Probability (Hardcover Book) [2 Revised edition] (2015)](https://imusic.b-cdn.net/images/item/original/582/9789814678582.jpg?barndorff-nielsen-ole-e-aarhus-university-denmark-2015-change-of-time-and-change-of-measure-second-edition-advanced-series-on-statistical-science-and-applied-probability-hardcover-book&class=scaled&v=1442182202)
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