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Record Nr. |
UNISA996466578003316 |
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Autore |
Kazamaki Norihiko <1940-> |
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Titolo |
Continuous exponential martingales and BMO / / Norihiko Kazamaki |
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Pubbl/distr/stampa |
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Berlin : , : Springer-Verlag, , [1994] |
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©1994 |
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ISBN |
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Edizione |
[1st ed. 1994.] |
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Descrizione fisica |
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1 online resource (VIII, 100 p.) |
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Collana |
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Lecture notes in mathematics ; ; 1579 |
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Disciplina |
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Soggetti |
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Martingales (Mathematics) |
Exponential functions |
Stochastic processes |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Exponential martingales -- BMO-martingales -- Exponential of BMO. |
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Sommario/riassunto |
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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. |
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