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Continuous Exponential Martingales and BMO
Norihiko Kazamaki
€ 50.33
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Description for Continuous Exponential Martingales and BMO
Paperback. In sections on exponential martingales, BMO-martingales and the exponential of BMO, this monograph explains the properties of continuous exponential martingales that play an essential role in various questions concerning the continuity of the probability laws of stochastic processes. Series: Lecture Notes in Mathematics. Num Pages: 100 pages, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 224 x 157 x 6. Weight in Grams: 170.
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.
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.
Product Details
Format
Paperback
Publication date
1994
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
108
Condition
New
Number of Pages
100
Place of Publication
Berlin, Germany
ISBN
9783540580423
SKU
V9783540580423
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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