000 | 02305nam a22004815i 4500 | ||
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001 | 978-3-540-48421-9 | ||
003 | DE-He213 | ||
005 | 20190213151139.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s1994 gw | s |||| 0|eng d | ||
020 |
_a9783540484219 _9978-3-540-48421-9 |
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024 | 7 |
_a10.1007/BFb0073585 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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072 | 7 |
_aPBT _2thema |
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072 | 7 |
_aPBWL _2thema |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aKazamaki, Norihiko. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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245 | 1 | 0 |
_aContinuous Exponential Martingales and BMO _h[electronic resource] / _cby Norihiko Kazamaki. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1994. |
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300 |
_aVIII, 100 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1579 |
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505 | 0 | _aExponential martingales -- BMO-martingales -- Exponential of BMO. | |
520 | _aIn 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. | ||
650 | 0 | _aDistribution (Probability theory. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783662178089 |
776 | 0 | 8 |
_iPrinted edition: _z9783540580423 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1579 |
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856 | 4 | 0 | _uhttps://doi.org/10.1007/BFb0073585 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
912 | _aZDB-2-BAE | ||
999 |
_c9684 _d9684 |