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Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics Norihiko Kazamaki 1994 Edition
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Continuous Exponential Martingales and BMO - Lecture Notes in Mathematics
Norihiko Kazamaki
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.
108 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 28. julija 1994 |
| ISBN13 | 9783540580423 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 100 |
| Dimenzije | 157 × 224 × 6 mm · 163 g |
| Jezik | Nemščina |
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