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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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| Lenguaje: | eng |
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Springer
1994
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| Acceso en línea: | https://dx.doi.org/10.1007/BFb0073585 http://cds.cern.ch/record/1691591 |