| 書目名稱 | Continuous Exponential Martingales and BMO |
| 編輯 | Norihiko Kazamaki |
| 視頻video | http://file.papertrans.cn/237/236998/236998.mp4 |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 1994 |
| 關(guān)鍵詞 | Exponential Martingale; Martingale; Martingale Inequalities; Stochastic processes; bounded mean oscillat |
| 版次 | 1 |
| doi | https://doi.org/10.1007/BFb0073585 |
| isbn_softcover | 978-3-540-58042-3 |
| isbn_ebook | 978-3-540-48421-9Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 1994 |
|Archiver|手機(jī)版|小黑屋|
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