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Continuous Exponential Martingales and BMO de Norihiko Kazamaki

Continuous Exponential Martingales and BMO: Lecture Notes in Mathematics, cartea 1579

Autor Norihiko Kazamaki
en Limba Engleză Paperback – 28 iul 1994
In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes. The second and principal aim is to provide a full report on the exciting results on BMO in the theory of exponential martingales. The reader is assumed to be familiar with the general theory of continuous martingales.
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Specificații

ISBN-13: 9783540580423
ISBN-10: 3540580425
Pagini: 108
Ilustrații: VIII, 100 p.
Dimensiuni: 155 x 235 x 6 mm
Greutate: 0.16 kg
Ediția:1994
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

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Research

Cuprins

Exponential martingales.- BMO-martingales.- Exponential of BMO.