Change Time & Measure (2nd Ed)
Regular price
$74.02 USD
Regular price
$82.25 USD
Sale price
$74.02 USD
Unit price
per
You save $8.23 USD (10%)
In stock — Ships within 1–2 business days
Format
Print Book
Currently viewing
Hardcover
$74.02 USD
$82.25 USD
Secure CheckoutYour data is protected
Fast U.S. ShippingShips within 1–2 business days
Authentic Titles100% Genuine Books
Book Overview Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoreti...
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.
Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.
The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.
In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.
Book Details Format: Hardcover | Pages: 326 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9814678589
FormatHardcover
Pages326
LanguageEnglish
ISBN9814678589
EAN9789814678582
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition2
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.45 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.8 Inches
Shipping & Returns Fast, reliable shipping and easy returns on eligible items.
Most orders ship within 1–2 business days with fast, reliable U.S. delivery.
Eligible items can be returned within 30 days in line with our store return policy.
Why shop with AlbakiReads
Fresh Inventory from Major Publishers
Sourced through trusted book distributors, with fresh titles added regularly.
Secure Checkout
Your payment information is encrypted and protected every step of the way.
Fast U.S. Shipping
Most orders ship within 1–2 business days.
Books for Every Kind of Reader
From page-turners to timeless classics—find your next favorite read.
