Book: 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 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.
Details of Book: Continuous Exponential Martingales And Bmo Book: Continuous Exponential Martingales And Bmo
Author: Norihiko Kazamaki
ISBN: 3540580425
ISBN-13: 9783540580423
, 978-3540580423
Binding: Paperback
Publishing Date: 28071994
Publisher: Springer
Number of Pages: 108
Language: English