Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics 1579 (Paperback)
  • Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics 1579 (Paperback)
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Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics 1579 (Paperback)

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£22.99
Paperback 100 Pages / Published: 28/07/1994
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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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540580423
Number of pages: 100
Weight: 360 g
Dimensions: 235 x 155 x 5 mm
Edition: 1994 ed.

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