Continuous Exponential Martingales and BMO [electronic resource] / by Norihiko Kazamaki.
Material type:
TextSeries: Lecture Notes in Mathematics ; 1579Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1994Description: VIII, 100 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540484219Subject(s): Mathematics | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic ProcessesAdditional physical formats: Printed edition:: No titleDDC classification: 519.2 LOC classification: QA273.A1-274.9QA274-274.9Online resources: Click here to access online 
E-BOOKS
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | Link to resource | Available | EBK1705 |
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.
There are no comments on this title.