Cover Image

Continuous exponential martingales and BMO /

Show other versions (1)

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 pro...

Full description

Bibliographic Details
Main Author: Kazamaki, Norihiko, 1940-
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin ; New York : Springer-Verlag, [1994]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1579.
Subjects:
Martingales (Mathematics)
Semimartingales (Mathématiques)
Stochastische processen.
Martingalen.
Martingaltheorie.
Martingal.
Funktion beschränkter mittlerer Oszillation.
Electronic books.
Online Access:Connect to the full text of this electronic book

Similar Items