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Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics Norihiko Kazamaki 1994 edition
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Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics
Norihiko Kazamaki
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.
108 pages, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 1994年7月28日 |
| ISBN13 | 9783540580423 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 100 |
| 寸法 | 157 × 224 × 6 mm · 163 g |
| 言語 | ドイツ語 |
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