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Continuous Exponential Martingales and Bmo (Paperback) (ISBN-13: 9783540580423)
Vendor:
Norihiko Kazamaki
Product type:
Books
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Description
xIn 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.
Author: Norihiko Kazamaki
ISBN-10: 3540580425
ISBN-13: 9783540580423
Publisher: Springer
Language: English
Published: 07/28/1994
Pages: 100
Format: Paperback
Weight: 0.36lbs
Size: 9.21h x 6.14w x 0.22d
Author: Norihiko Kazamaki
ISBN-10: 3540580425
ISBN-13: 9783540580423
Publisher: Springer
Language: English
Published: 07/28/1994
Pages: 100
Format: Paperback
Weight: 0.36lbs
Size: 9.21h x 6.14w x 0.22d
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