TY  - BOOK
AU  - Kazamaki,Norihiko
ED  - SpringerLink (Online service)
TI  - Continuous Exponential Martingales and BMO
T2  - Lecture Notes in Mathematics,
SN  - 9783540484219
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 1994///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Mathematics
KW  - Distribution (Probability theory)
KW  - Probability Theory and Stochastic Processes
N1  - Exponential martingales -- BMO-martingales -- Exponential of BMO
N2  - 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
UR  - http://dx.doi.org/10.1007/BFb0073585
ER  -