Change Of Time And Change Of Measure
Автор
Ole E Barndorff-Nielsen (Aarhus Univ, Denmark)
, Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)
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.