Change of time and change of measure /
Barndorff-Nielsen, Ole E. ,
Change of time and change of measure / Ole E. Barndorff-Nielsen, Albert Shiryaev. - xvi, 305 pages ; 24 cm. - Advanced series on statistical science & applied probability ; v. 13 . - Advanced series on statistical science & applied probability ; v. 13 .
Includes bibliographical references and index
9789814324472 9814324477
Stochastic processes.
QA274.2 / .B39 2010
Change of time and change of measure / Ole E. Barndorff-Nielsen, Albert Shiryaev. - xvi, 305 pages ; 24 cm. - Advanced series on statistical science & applied probability ; v. 13 . - Advanced series on statistical science & applied probability ; v. 13 .
Includes bibliographical references and index
9789814324472 9814324477
Stochastic processes.
QA274.2 / .B39 2010