6607108
9783540580423
Continuous Exponential Martingales And Bmo
by Kazamaki, N.
by Kazamaki, N.
About this item
- Condition: New
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Product details
- ISBN-13: 9783540580423
- ISBN: 3540580425
- Publication Date: 2008
- Publisher: Springer
AUTHOR
SUMMARY
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.Kazamaki, N. is the author of 'Continuous Exponential Martingales And Bmo', published 2008 under ISBN 9783540580423 and ISBN 3540580425.
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