Coverart for item
The Resource Continuous exponential martingales and BMO, Norihiko Kazamaki

Continuous exponential martingales and BMO, Norihiko Kazamaki

Label
Continuous exponential martingales and BMO
Title
Continuous exponential martingales and BMO
Statement of responsibility
Norihiko Kazamaki
Creator
Subject
Language
eng
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
Member of
Action
digitized
Cataloging source
SPLNM
http://library.link/vocab/creatorDate
1940-
http://library.link/vocab/creatorName
Kazamaki, Norihiko
Dewey number
  • 510 s
  • 519.2/87
Index
index present
LC call number
  • QA3
  • QA274.5
LC item number
.L28 no. 1579
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Lecture notes in mathematics,
Series volume
1579
http://library.link/vocab/subjectName
  • Martingales (Mathematics)
  • Martingales (Mathematics)
  • Stochastische processen
  • Martingalen
  • Martingaltheorie
  • Martingal
  • Funktion beschränkter mittlerer Oszillation
Label
Continuous exponential martingales and BMO, Norihiko Kazamaki
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 85-90) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
288912971
Dimensions
unknown
Extent
1 online resource (vi, 90 pages).
Form of item
online
Isbn
9783540484219
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)288912971
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Continuous exponential martingales and BMO, Norihiko Kazamaki
Publication
Bibliography note
Includes bibliographical references (pages 85-90) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
288912971
Dimensions
unknown
Extent
1 online resource (vi, 90 pages).
Form of item
online
Isbn
9783540484219
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)288912971
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...