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Continuous Exponential Martingales and Bmo : Lecture Notes in Mathematics - Norihiko Kazamaki

Continuous Exponential Martingales and Bmo

Lecture Notes in Mathematics

Paperback

Published: 28th July 1994
Ships: 5 to 9 business days
5 to 9 business days
$57.13

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.

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

ISBN: 9783540580423
ISBN-10: 3540580425
Series: Lecture Notes in Mathematics
Audience: General
Format: Paperback
Language: English
Number Of Pages: 100
Published: 28th July 1994
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 0.56
Weight (kg): 0.16