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Continuous Exponential Martingales and BMO

Continuous Exponential Martingales and BMO

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Original price was: ₹2,901.00.Current price is: ₹2,321.00.

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

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SKU: NGS000536
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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

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Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783540580423
Publisher
Springer
Year
1994
Pages
VIII, 100 p.
Series Title
Lecture Notes in Mathematics
Language
English

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