Continuous Exponential Martingales and BMO is popular PDF and ePub book, written by Norihiko Kazamaki in 2006-11-15, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Continuous Exponential Martingales and BMO can be Read Online from any device for your convenience.
Continuous Exponential Martingales and BMO Book PDF Summary
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.
Detail Book of Continuous Exponential Martingales and BMO PDF
- Author : Norihiko Kazamaki
- Release : 15 November 2006
- Publisher : Springer
- ISBN : 9783540484219
- Genre : Mathematics
- Total Page : 102 pages
- Language : English
- PDF File Size : 17,6 Mb
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