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portada continuous exponential martingales and bmo
continuous exponential martingales and bmocontinuous exponential martingales and bmo
Type
Physical Book
Publisher
Author
Language
English
Pages
91
ISBN
3540580425
ISBN13
9783540580423

continuous exponential martingales and bmo

Kazamaki (Author) · Springer · Physical Book

continuous exponential martingales and bmo - kazamaki

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Synopsis "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.

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