Continuous Exponential Martingales and BMO | preigu

Cover: 9783540580423 | Continuous Exponential Martingales and BMO | Norihiko Kazamaki | Buch

Rückseite: 9783540580423 | Continuous Exponential Martingales and BMO | Norihiko Kazamaki | Buch

Cover: 9783540580423 | Continuous Exponential Martingales and BMO | Norihiko Kazamaki | Buch

Rückseite: 9783540580423 | Continuous Exponential Martingales and BMO | Norihiko Kazamaki | Buch

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Sprache: Englisch

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Beschreibung

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.

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.

Inhaltsverzeichnis

Exponential martingales.- BMO-martingales.- Exponential of BMO.

Details

Erscheinungsjahr:	1994
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	Einband - flex.(Paperback)
ISBN-13:	9783540580423
ISBN-10:	3540580425
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Kazamaki, Norihiko
Hersteller:	Springer Berlin Springer Berlin Heidelberg
Verantwortliche Person für die EU:	Springer-Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, productsafety@springernature.com
Maße:	235 x 155 x 7 mm
Von/Mit:	Norihiko Kazamaki
Erscheinungsdatum:	28.07.1994
Gewicht:	0,178 kg

Artikel-ID: 102037979

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