3 options
Continuous Exponential Martingales and BMO / by Norihiko Kazamaki.
Connect to full text Available online
View onlineMath/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2192-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2379,2381-2384 2385-2386,2388-2389
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- Format:
- Book
- Author/Creator:
- Kazamaki, Norihiko, 1940- author.
- Series:
- Lecture Notes in Mathematics, 0075-8434 ; 1579.
- Lecture Notes in Mathematics, 0075-8434 ; 1579
- Language:
- English
- Subjects (All):
- Distribution (Probability theory).
- Probability Theory and Stochastic Processes.
- Local Subjects:
- Probability Theory and Stochastic Processes.
- Physical Description:
- 1 online resource (VIII, 100 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1994.
- System Details:
- text file PDF
- Summary:
- 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.
- Contents:
- Exponential martingales
- BMO-martingales
- Exponential of BMO.
- Other Format:
- Printed edition:
- ISBN:
- 9783540484219
- Access Restriction:
- Restricted for use by site license.
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.