Continuous exponential martingales and BMO
Author(s)
Bibliographic Information
Continuous exponential martingales and BMO
（Lecture notes in mathematics, 1579）
Springer-Verlag, c1994
- : gw
- : us
Available at / 92 libraries
-
Library, Research Institute for Mathematical Sciences, Kyoto University数研
: gwL/N||LNM||1579RM940912
-
Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: gwdc20:519.2/k1892070306512
-
No Libraries matched.
- Remove all filters.
Note
Bibliography: p. [85]-90
Includes index
Description and Table of Contents
Description
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.
Table of Contents
Exponential martingales.- BMO-martingales.- Exponential of BMO.
by "Nielsen BookData"
