Change of time and change of measure
Ole E. Barndorff-Nielsen; Albert Shiryaev
| Year of publication: |
c 2010
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Širjaev, Alʹbert N. |
| Publisher: |
New Jersey : World Scientific |
| Subject: | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Messung | Measurement | Martingal | Martingale | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Lévy-Prozess |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XVI, 305 S. |
|---|---|
| Series: | Advanced series on statistical science & applied probability. - Hackensack, NJ [u.a.] : World Scientific, ISSN 1793-091X, ZDB-ID 1432449-0. - Vol. 13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch |
| Language: | English |
| Notes: | Literaturverz. S. 291 - 300 |
| ISBN: | 981-4324-47-7 ; 978-981-4324-47-2 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009237173