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Continuous Exponential Martingales and BMO Book

Continuous Exponential Martingales and BMO
Continuous Exponential Martingales and BMO, , Continuous Exponential Martingales and BMO has a rating of 3 stars
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  • Continuous Exponential Martingales and BMO
  • Written by author Norihiko Kazamaki
  • Published by Springer-Verlag New York, LLC, June 2008
  • 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 con
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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.


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