Change of time and change of measure

Author(s)

• Barndorff-Nielsen, O. E. (Ole E.)
• Shiri︠a︡ev, Alʹbert Nikolaevich

Bibliographic Information

Change of time and change of measure

Ole E. Barndorff-Nielsen, Albert Shiryaev

（Advanced series on statistical science & applied probability, v. 21）

World Scientific, c2015

2nd ed

Note

Includes bibliographical references (p. 309-320) and index

Details

• NCID: BB19332211
• ISBN:
  • 9789814678582
• LCCN: 2015009067
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: xviii, 326 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.28
  • DC23 : 519.2/3
• Subject Headings:
  • LCSH : Random measures
  • LCSH : Stochastic analysis
  • LCSH : Stochastic models
  • LCSH : Probabilities
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA33310299