LEADER 02558nam 2200661 450 001 996466578003316 005 20220823103449.0 010 $a3-540-48421-3 024 7 $a10.1007/BFb0073585 035 $a(CKB)1000000000437179 035 $a(SSID)ssj0000322304 035 $a(PQKBManifestationID)12072431 035 $a(PQKBTitleCode)TC0000322304 035 $a(PQKBWorkID)10287802 035 $a(PQKB)10481698 035 $a(DE-He213)978-3-540-48421-9 035 $a(MiAaPQ)EBC5595468 035 $a(Au-PeEL)EBL5595468 035 $a(OCoLC)1076231488 035 $a(MiAaPQ)EBC6819041 035 $a(Au-PeEL)EBL6819041 035 $a(OCoLC)793079362 035 $a(PPN)155222031 035 $a(EXLCZ)991000000000437179 100 $a20220823d1994 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous exponential martingales and BMO /$fNorihiko Kazamaki 205 $a1st ed. 1994. 210 1$aBerlin :$cSpringer-Verlag,$d[1994] 210 4$dİ1994 215 $a1 online resource (VIII, 100 p.) 225 1 $aLecture notes in mathematics ;$v1579 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a0-387-58042-5 311 $a3-540-58042-5 320 $aIncludes bibliographical references and index. 327 $aExponential martingales -- BMO-martingales -- Exponential of BMO. 330 $aIn three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes. The second and principal aim is to provide a full report on the exciting results on BMO in the theory of exponential martingales. The reader is assumed to be familiar with the general theory of continuous martingales. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1579. 606 $aMartingales (Mathematics) 606 $aExponential functions 606 $aStochastic processes 615 0$aMartingales (Mathematics) 615 0$aExponential functions. 615 0$aStochastic processes. 676 $a519.287 700 $aKazamaki$b Norihiko$f1940-$060536 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996466578003316 996 $aContinuous exponential martingales and BMO$9376510 997 $aUNISA