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Change Of Time And Change Of Measure

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Change Of Time And Change Of Measure

AutorOle E Barndorff-Nielsen (Aarhus Univ, Denmark), Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)
Change of Time and Change of Measure 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.
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