Continuous Exponential Martingales and BMO
Author:   Norihiko Kazamaki
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1994 ed.
Volume:   1579
ISBN:  

9783540580423


Pages:   100
Publication Date:   28 July 1994
Format:   Paperback
Availability:   In Print   Availability explained
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Continuous Exponential Martingales and BMO


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Overview

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.

Full Product Details

Author:   Norihiko Kazamaki
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1994 ed.
Volume:   1579
Dimensions:   Width: 15.50cm , Height: 0.50cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9783540580423


ISBN 10:   3540580425
Pages:   100
Publication Date:   28 July 1994
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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

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