Continuous Exponential Martingales and BMO (Record no. 30999)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02203nam a22004815i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783540484219 |
| -- | 978-3-540-48421-9 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Kazamaki, Norihiko. |
| 245 10 - TITLE STATEMENT | |
| Title | Continuous Exponential Martingales and BMO |
| Statement of responsibility, etc | by Norihiko Kazamaki. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Berlin, Heidelberg : |
| Name of publisher | Springer Berlin Heidelberg, |
| Year of publication | 1994. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | VIII, 100 p. |
| Other physical details | online resource. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Exponential martingales -- BMO-martingales -- Exponential of BMO. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability Theory and Stochastic Processes. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/BFb0073585 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 1994. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0075-8434 ; |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|
| IMSc Library | EBK1705 | http://dx.doi.org/10.1007/BFb0073585 | E-BOOKS |