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• catalog abstract "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.".
• catalog contributor b6738302.
• catalog created "c1994.".
• catalog date "1994".
• catalog date "c1994.".
• catalog dateCopyrighted "c1994.".
• catalog description "1. Exponential Martingales. 1.1. Preliminaries. 1.2. The L[rho]-integrability of [epsilon](M). 1.3. Girsanov's formula. 1.4. Uniform integrability of [epsilon](M) -- 2. BMO-Martingales. 2.1. The class BMO. 2.2. The John-Nirenberg inequality. 2.3. Characterizations of a BMO-martingale. 2.4. Fefferman's inequality. 2.5. The Garnett-Jones theorem. 2.6. The class [Eta infinite] -- 3. Exponential of BMO. 3.1. The reverse Holder inequality. 3.2. Gehring's inequality. 3.3. Transformation of BMO by a change of law. 3.4. A characterization of the BMO-closure of L[infinite]. 3.5. The class [Eta infinite] and the [Alpha subscript rho] condition. 3.6. Weighted norm inequalities. 3.7. Some ratio inequalities.".
• catalog description "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.".
• catalog description "Includes bibliographical references and index.".
• catalog extent "vi, 90 p. ;".
• catalog hasFormat "Continuous exponential martingales and BMO.".
• catalog identifier "0387580425 (New York : acid-free)".
• catalog identifier "3540580425 (Berlin : acid-free)".
• catalog isFormatOf "Continuous exponential martingales and BMO.".
• catalog isPartOf "Lecture notes in mathematics (Springer-Verlag) ; 1579.".
• catalog isPartOf "Lecture notes in mathematics ; 1579".
• catalog issued "1994".
• catalog issued "c1994.".
• catalog language "eng".
• catalog publisher "Berlin ; New York : Springer-Verlag,".
• catalog relation "Continuous exponential martingales and BMO.".
• catalog subject "510 s 519.2/87 20".
• catalog subject "Distribution (Probability theory).".
• catalog subject "Martingales (Mathematics)".
• catalog subject "Mathematics.".
• catalog subject "QA3 .L28 no. 1579 QA274.5".
• catalog tableOfContents "1. Exponential Martingales. 1.1. Preliminaries. 1.2. The L[rho]-integrability of [epsilon](M). 1.3. Girsanov's formula. 1.4. Uniform integrability of [epsilon](M) -- 2. BMO-Martingales. 2.1. The class BMO. 2.2. The John-Nirenberg inequality. 2.3. Characterizations of a BMO-martingale. 2.4. Fefferman's inequality. 2.5. The Garnett-Jones theorem. 2.6. The class [Eta infinite] -- 3. Exponential of BMO. 3.1. The reverse Holder inequality. 3.2. Gehring's inequality. 3.3. Transformation of BMO by a change of law. 3.4. A characterization of the BMO-closure of L[infinite]. 3.5. The class [Eta infinite] and the [Alpha subscript rho] condition. 3.6. Weighted norm inequalities. 3.7. Some ratio inequalities.".
• catalog title "Continuous exponential martingales and BMO / Norihiko Kazamaki.".
• catalog type "text".