Change of Time and Change of Measure

By: Ole E. Barndorff-Nielsen, Al?bert Nikolaevich Shiri?a?ev

ISBN-13: 9789814324472
ISBN-10: 9814324477
Publisher: World Scientific
Published date: 2010
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. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results.