000 02305nam a22004815i 4500
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
024 7 _a10.1007/BFb0073585
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aKazamaki, Norihiko.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aContinuous Exponential Martingales and BMO
_h[electronic resource] /
_cby Norihiko Kazamaki.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c1994.
300 _aVIII, 100 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1579
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
856 4 0 _uhttps://doi.org/10.1007/BFb0073585
912 _aZDB-2-SMA
912 _aZDB-2-LNM
912 _aZDB-2-BAE
999 _c9684
_d9684