02558nam 2200661 450 99646657800331620220823103449.03-540-48421-310.1007/BFb0073585(CKB)1000000000437179(SSID)ssj0000322304(PQKBManifestationID)12072431(PQKBTitleCode)TC0000322304(PQKBWorkID)10287802(PQKB)10481698(DE-He213)978-3-540-48421-9(MiAaPQ)EBC5595468(Au-PeEL)EBL5595468(OCoLC)1076231488(MiAaPQ)EBC6819041(Au-PeEL)EBL6819041(OCoLC)793079362(PPN)155222031(EXLCZ)99100000000043717920220823d1994 uy 0engurnn|008mamaatxtccrContinuous exponential martingales and BMO /Norihiko Kazamaki1st ed. 1994.Berlin :Springer-Verlag,[1994]©19941 online resource (VIII, 100 p.) Lecture notes in mathematics ;1579Bibliographic Level Mode of Issuance: Monograph0-387-58042-5 3-540-58042-5 Includes bibliographical references and index.Exponential martingales -- BMO-martingales -- Exponential of BMO.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.Lecture notes in mathematics (Springer-Verlag) ;1579.Martingales (Mathematics)Exponential functionsStochastic processesMartingales (Mathematics)Exponential functions.Stochastic processes.519.287Kazamaki Norihiko1940-60536MiAaPQMiAaPQMiAaPQBOOK996466578003316Continuous exponential martingales and BMO376510UNISA