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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Detalles Bibliográficos
Autor principal: Kazamaki, Norihiko
Lenguaje:eng
Publicado: Springer 1994
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/BFb0073585
http://cds.cern.ch/record/1691591
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author Kazamaki, Norihiko
author_facet Kazamaki, Norihiko
author_sort Kazamaki, Norihiko
collection CERN
description 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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institution Organización Europea para la Investigación Nuclear
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publishDate 1994
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spelling cern-16915912021-04-21T21:08:42Zdoi:10.1007/BFb0073585http://cds.cern.ch/record/1691591engKazamaki, NorihikoContinuous exponential martingales and BMOMathematical Physics and MathematicsIn 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.Springeroai:cds.cern.ch:16915911994
spellingShingle Mathematical Physics and Mathematics
Kazamaki, Norihiko
Continuous exponential martingales and BMO
title Continuous exponential martingales and BMO
title_full Continuous exponential martingales and BMO
title_fullStr Continuous exponential martingales and BMO
title_full_unstemmed Continuous exponential martingales and BMO
title_short Continuous exponential martingales and BMO
title_sort continuous exponential martingales and bmo
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/BFb0073585
http://cds.cern.ch/record/1691591
work_keys_str_mv AT kazamakinorihiko continuousexponentialmartingalesandbmo

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