Continuous Exponential Martingales and 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 pro...
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Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1994, 1994
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Edition: | 1st ed. 1994 |
Series: | Lecture Notes in Mathematics
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Subjects: | |
Online Access: | |
Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Exponential martingales
- BMO-martingales
- Exponential of BMO.