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Cover of Change of Time and Change of Measure

Change of Time and Change of Measure

by Ole E. Barndorff-Nielsen, Albert N. Shiryaev

World Scientific Publishing Company · 2015

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About this book

Published by World Scientific Publishing Company in 2015, Change of Time and Change of Measure by Ole E. Barndorff-Nielsen & Albert N.This is the second edition.

The book deals with Probabilities, Stochastic models, Time-series analysis and Stochastic analysis.

About the author: Ole E. Barndorff-Nielsen (1935–2022).

Book details

ISBN-13
9789814678582
ISBN-10
9814678589
Authors
Ole E. Barndorff-Nielsen, Albert N. Shiryaev
Publisher
World Scientific Publishing Company
Author dates
Ole E. Barndorff-Nielsen (1935–2022)
Published
2015
Edition
Second edition.
Pages
326
Language
English
Condition
New
Subject
Stochastic analysis