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Home
Publications
Change of Time and Change of Measure
Home
Publications
Change of Time and Change of Measure
Change of Time and Change of Measure
Authors:
OB
Ole E Barndorff-Nielsen
Ole E Barndorff-Nielsen
AS
Albert Shiryaev
Albert Shiryaev
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20 November 2010
book
Published by
World Scientific Pub Co Pte Ltd
DOI:
10.1142/7928
Abstract
No abstract available
Keywords
RANDOM CHANGE
CHANGE
PROCESSES CHANGE
TIME
LÉVY PROCESSES
STOCHASTIC
STOCHASTIC PROCESSES
MEASURE CHANGE
PROCESSES
STOCHASTIC INTEGRALS
Cited
Cited by 86 articles
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