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  • © 1994

Continuous Exponential Martingales and BMO

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1579)

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Table of contents (3 chapters)

  1. Front Matter

    Pages i-vii
  2. Exponential martingales

    • Norihiko Kazamaki
    Pages 1-24
  3. BMO-martingales

    • Norihiko Kazamaki
    Pages 25-52
  4. Exponential of BMO

    • Norihiko Kazamaki
    Pages 53-84
  5. Back Matter

    Pages 85-95

About this book

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.

Keywords

  • Exponential Martingale
  • Martingale
  • Martingale Inequalities
  • Stochastic processes
  • bounded mean oscillation
  • stochastic process

Bibliographic Information

  • Book Title: Continuous Exponential Martingales and BMO

  • Authors: Norihiko Kazamaki

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0073585

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1994

  • Softcover ISBN: 978-3-540-58042-3Published: 28 July 1994

  • eBook ISBN: 978-3-540-48421-9Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 100

  • Topics: Probability Theory

Buying options

eBook USD 29.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions