Continuous Exponential Martingales and BMO

Printed Book
Sold as: EACH
Author: Kazamaki, Norihiko
Date of Publication: 1994
Book classification: Science & Mathematics, English Books
No. of pages: 108 Pages
Format: Paperback

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    About this Product

    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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