MARC 主機 00000cam  2200637Ia 4500 
001    288912971 
003    OCoLC 
005    20140219064615.0 
006    m     o  d         
007    cr unu|||||||| 
008    081218s1994    gw      ob    001 0 eng d 
020    9783540484219 (electronic bk.) 
020    3540484213 (electronic bk.) 
035    (OCoLC)288912971|z(OCoLC)625899951|z(OCoLC)654967466
       |z(OCoLC)679985569 
040    SPLNM|beng|cSPLNM|dCOO|dGW5XE|dOCLCQ|dGW5XE|dOCLCE|dOCLCF
       |dAS|dMATH 
042    dlr 
050  4 QA3|b.L28 no. 1579|aQA274.5 
082 04 510 s|a519.2/87|220 
100 1  Kazamaki, Norihiko,|d1940- 
245 10 Continuous exponential martingales and BMO|h[electronic 
       resource] /|cNorihiko Kazamaki 
260    Berlin ;|aNew York :|bSpringer-Verlag,|cc1994 
300    1 online resource (vi, 90 p.) 
490 1  Lecture notes in mathematics,|x0075-8434 ;|v1579 
504    Includes bibliographical references (p. [85]-90) and index
505 0  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 
506    |3Use copy|fRestrictions unspecified|2star|5MiAaHDL 
520    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 
533    Electronic reproduction.|b[S.l.] :|cHathiTrust Digital 
       Library,|d2010.|5MiAaHDL 
538    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.|uhttp://purl.oclc.org/DLF/benchrepro0212
       |5MiAaHDL 
583 1  digitized|c2010|hHathiTrust Digital Library|lcommitted to 
       preserve|2pda|5MiAaHDL 
588    Description based on print version record 
650  0 Martingales (Mathematics) 
650  6 Semimartingales (Mathématiques) 
650 07 Martingaltheorie.|2swd 
650 07 Martingal.|2swd 
650 07 Funktion beschränkter mittlerer Oszillation.|2swd 
650  7 Martingales (Mathematics)|2fast|0(OCoLC)fst01010880 
650 17 Stochastische processen.|2gtt 
650 17 Martingalen.|2gtt 
655  4 Electronic books 
776 08 |iPrint version:|aKazamaki, Norihiko, 1940-|tContinuous 
       exponential martingales and BMO.|dBerlin ; New York : 
       Springer-Verlag, c1994|z3540580425|w(DLC)   94016026
       |w(OCoLC)30359570 
830  0 Lecture notes in mathematics (Springer-Verlag) ;|v1579 
856 40 |3SpringerLink|uhttp://www.springerlink.com/
       openurl.asp?genre=issue&issn=0075-8434&volume=1579