Change Of Time And Change Of Measure
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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.
| Autor: | Barndorff-Nielsen, Ole E.; Shiryaev, Albert N. |
| Nakladatel: | World Scientific Publishing Co Pte Ltd |
| ISBN: | 9789814678582 |
| Rok vydání: | 2015 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 344 |
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