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|a 9783540484219
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| 100 |
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|a Kazamaki, Norihiko
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| 245 |
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|a Continuous Exponential Martingales and BMO
|h Elektronische Ressource
|c by Norihiko Kazamaki
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| 250 |
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|a 1st ed. 1994
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1994, 1994
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| 300 |
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|a VIII, 100 p
|b online resource
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| 505 |
0 |
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|a Exponential martingales -- BMO-martingales -- Exponential of BMO.
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| 653 |
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|a Probability Theory
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| 653 |
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|a Probabilities
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
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|a Lecture Notes in Mathematics
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| 028 |
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|a 10.1007/BFb0073585
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| 856 |
4 |
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|u https://doi.org/10.1007/BFb0073585?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
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|a 519.2
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| 520 |
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|a 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
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