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

Media	Böcker Inbunden Bok (Inbunden bok med hårda pärmar och skyddsomslag)
Releasedatum	9 november 2010
ISBN13	9789814324472
Utgivare	World Scientific Publishing Co Pte Ltd
Antal sidor	324
Mått	150 × 234 × 23 mm · 592 g
Redaktör	Barndorff-nielsen, Ole E.
Redaktör	Shiryaev, Albert N.

Se alt med Barndorff-nielsen, Ole E (Aarhus Univ, Denmark) ( t.ex. Inbunden Bok )