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Continuous Exponential Martingales and BMO
AvNorihiko Kazamaki
E-bok
PDF, Engelska, 2006
367 kr
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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.
Del 1579 - Lecture Notes in Mathematics
Continuous Exponential Martingales and BMO
AvNorihiko Kazamaki
Häftad, Engelska, 1994
281 kr
Skickas inom 10-15 vardagar
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.