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Continuous Exponential Martingales and BMO (Paperback, 1994 ed.) Loot Price: R1,160
Discovery Miles 11 600
Repayment Terms: R109 pm x 12*
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Continuous Exponential Martingales and BMO (Paperback, 1994 ed.): Norihiko Kazamaki

Continuous Exponential Martingales and BMO (Paperback, 1994 ed.)

Norihiko Kazamaki

Series: Lecture Notes in Mathematics, 1579

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Loot Price R1,160 Discovery Miles 11 600 | Repayment Terms: R109 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Lecture Notes in Mathematics, 1579
Release date: July 1994
First published: 1994
Authors: Norihiko Kazamaki
Dimensions: 235 x 155 x 6mm (L x W x T)
Format: Paperback
Pages: 100
Edition: 1994 ed.
ISBN-13: 978-3-540-58042-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 3-540-58042-5
Barcode: 9783540580423

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