Change Of Time And Change Of Measure
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Author | : Ole E Barndorff-nielsen |
Publisher | : World Scientific Publishing Company |
Total Pages | : 323 |
Release | : 2010-11-04 |
Genre | : Business & Economics |
ISBN | : 9813108002 |
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. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Author | : Craig Callender |
Publisher | : Introducing |
Total Pages | : 0 |
Release | : 2010 |
Genre | : Science |
ISBN | : 9781848311206 |
A brilliant graphic exploration of the physics and philosophy of time.
Author | : Jun Kigami |
Publisher | : American Mathematical Soc. |
Total Pages | : 130 |
Release | : 2019-06-10 |
Genre | : Mathematics |
ISBN | : 1470436205 |
In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0,1]n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0,1]n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such as Liouville measures on [0,1]2 and self-similar measures. The author shows the existence of time changed process and associated jointly continuous heat kernel for this class of measures. Furthermore, he obtains diagonal lower and upper estimates of the heat kernel as time tends to 0. In particular, to express the principal part of the lower diagonal heat kernel estimate, he introduces “protodistance” associated with the density as a substitute of ordinary metric. If the density has the volume doubling property with respect to the Euclidean metric, the protodistance is shown to produce metrics under which upper off-diagonal sub-Gaussian heat kernel estimate and lower near diagonal heat kernel estimate will be shown.
Author | : Margaret Heffernan |
Publisher | : Simon and Schuster |
Total Pages | : 128 |
Release | : 2015-05-05 |
Genre | : Business & Economics |
ISBN | : 1476784906 |
Foundational introduction to the concept that organizations create major impacts by making small changes.
Author | : Themistius, |
Publisher | : A&C Black |
Total Pages | : 161 |
Release | : 2014-04-22 |
Genre | : Philosophy |
ISBN | : 1472501055 |
Physics Book 4 is one of Aristotle's most interesting works, discussing place, time and vacuum. Themistius was a fourth-century AD orator and essayist, not only a philosopher, and he thought that only paraphrases of Aristotle were needed, because there were already such comprehensive commentaries. Nonetheless, his paraphrastic commentaries are full of innovative comment. According to Aristotle, there is no such thing as 3-dimensional space. A thing's exactly-fitting place is a surface, the inner surface of its immediate surroundings. One problem that this created was that the outermost stars, in Aristotle's view, have no surroundings, and so no place. Themistius suggests that we might think instead of the neighbouring bodies which they surround as providing their place. Aristotle saw time as something countable, and concluded that it depends for its existence on that of conscious beings to do the counting. Themistius is in the minority among commentators in disagreeing. Themistius concurs with Aristotle in denying the existence of vacuum. We cannot think that a space formerly empty of body penetrates right through a body inserted into it. If one extension could penetrate another, says Themistius, a body could penetrate a body, because bodies occupy places solely in virtue of being extended.
Author | : Michael Miller |
Publisher | : Penguin |
Total Pages | : 277 |
Release | : 2012-06-05 |
Genre | : Music |
ISBN | : 1101588756 |
The complex art of conducting may look effortless to the casual onlooker, however, it requires a great deal of knowledge and skill. The success of a performance hinges on the director's ability to keep the group playing together and interpreting the music as the composer intended. The Complete Idiot's Guide® to Conducting Music shows student and novice conductors how to lead bands, orchestras, choirs, and other ensembles effectively through sight-reading, rehearsals, and performances.
Author | : Management Association, Information Resources |
Publisher | : IGI Global |
Total Pages | : 2335 |
Release | : 2012-11-30 |
Genre | : Computers |
ISBN | : 1466624566 |
Data mining continues to be an emerging interdisciplinary field that offers the ability to extract information from an existing data set and translate that knowledge for end-users into an understandable way. Data Mining: Concepts, Methodologies, Tools, and Applications is a comprehensive collection of research on the latest advancements and developments of data mining and how it fits into the current technological world.
Author | : Bill Purse |
Publisher | : Hal Leonard Corporation |
Total Pages | : 292 |
Release | : 2005 |
Genre | : Music |
ISBN | : 9780879308155 |
(Book). Fully updated for Finale 2005, this book remains the definitive guide for understanding and using this powerful, state-of-the-art music notation software. Finale's wide range of capabilities yields a steep learning curve, but The Finale Primer guides users through the powerful intricacies of Finale 2005 one step at a time. This hands-on book assists with all facets of music preparation whether transcribing an existing piece of music or creating an original work and helps maximize the benefits of Finale's invaluable capabilities in editing, reformatting, and reorganizing musical material.
Author | : Brian H. Maskell |
Publisher | : CRC Press |
Total Pages | : 246 |
Release | : 2009-06-18 |
Genre | : Business & Economics |
ISBN | : 1420090615 |
The first edition of Brian Maskell‘s now classic work proved that when given the chance, accountants would prefer not to serve out their working days as number crunching automatons. With its energetic tone and common sense approach, the book inspired numbers people at all levels to become true allies in their companies lean revolutions.
Author | : Gregory R. Hancock |
Publisher | : Routledge |
Total Pages | : 449 |
Release | : 2010-04-26 |
Genre | : Education |
ISBN | : 1135172994 |
Designed for reviewers of research manuscripts and proposals in the social and behavioral sciences, and beyond, this title includes chapters that address traditional and emerging quantitative methods of data analysis.