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Continuous Exponential Martingales and BMO

Continuous Exponential Martingales and BMO (Paperback)

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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.

Science & MathematicsMathematicsApplied mathematicsStochasticsScience & MathematicsMathematicsProbability & statistics Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Publication Date: 28/07/1994 ISBN-13: 9783540580423  Details: Type: Paperback Format: Books
Availability: Printed to order. Despatched in 2-3 weeks.  

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