Continuous exponential martingales and BMO:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin u.a.
Springer
1994
|
| Schriftenreihe: | Lecture notes in mathematics
1579 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 90 S. |
| ISBN: | 3540580425 0387580425 |
Internformat
MARC
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| 100 | 1 | |a Kazamaki, Norihiko |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Continuous exponential martingales and BMO |c Norihiko Kazamaki |
| 264 | 1 | |a Berlin u.a. |b Springer |c 1994 | |
| 300 | |a VI, 90 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in mathematics |v 1579 | |
| 650 | 7 | |a Martingalen |2 gtt | |
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| 650 | 7 | |a Stochastische processen |2 gtt | |
| 650 | 4 | |a Martingales (Mathematics) | |
| 650 | 0 | 7 | |a Martingaltheorie |0 (DE-588)4168982-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Martingal |0 (DE-588)4126466-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Funktion beschränkter mittlerer Oszillation |0 (DE-588)4155661-6 |2 gnd |9 rswk-swf |
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| 689 | 1 | 1 | |a Funktion beschränkter mittlerer Oszillation |0 (DE-588)4155661-6 |D s |
| 689 | 1 | |5 DE-604 | |
| 830 | 0 | |a Lecture notes in mathematics |v 1579 |w (DE-604)BV000676446 |9 1579 | |
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Datensatz im Suchindex
| _version_ | 1805082775976411136 |
|---|---|
| adam_text |
Contents
Preface v
1 Exponential Martingales 1
1.1 Preliminaries 1
1.2 The Vintegrability of £(M) 7
1.3 Girsanov's formula 12
1.4 Uniform integrability of £(M) 16
2 BMO Martingales 25
2.1 The class BMO 25
2.2 The John Nirenberg inequality 27
2.3 Characterizations of a BMO martingale 31
2.4 Fefferman's inequality 36
2.5 The Garnett Jones theorem 38
2.6 The class Hx 47
3 Exponential of BMO 53
3.1 The reverse Holder inequality 53
3.2 Gehring's inequality 58
3.3 Transformation of BMO by a change of law 62
3.4 A characterization of the BMO closure of L,x 66
3.5 The class H^ and the (Ap) condition 70
3.6 Weighted norm inequalities 71
3.7 Some ratio inequalities 80
Bibliography 85
Index 91 |
| any_adam_object | 1 |
| author | Kazamaki, Norihiko |
| author_facet | Kazamaki, Norihiko |
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| author_sort | Kazamaki, Norihiko |
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| dewey-full | 510 519.2/87 |
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| dewey-ones | 510 - Mathematics 519 - Probabilities and applied mathematics |
| dewey-raw | 510 519.2/87 |
| dewey-search | 510 519.2/87 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| isbn | 3540580425 0387580425 |
| language | English |
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| physical | VI, 90 S. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| publisher | Springer |
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| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Kazamaki, Norihiko Verfasser aut Continuous exponential martingales and BMO Norihiko Kazamaki Berlin u.a. Springer 1994 VI, 90 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1579 Martingalen gtt Semimartingales (Mathématiques) Stochastische processen gtt Martingales (Mathematics) Martingaltheorie (DE-588)4168982-3 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Funktion beschränkter mittlerer Oszillation (DE-588)4155661-6 gnd rswk-swf Martingaltheorie (DE-588)4168982-3 s DE-604 Martingal (DE-588)4126466-6 s Funktion beschränkter mittlerer Oszillation (DE-588)4155661-6 s Lecture notes in mathematics 1579 (DE-604)BV000676446 1579 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006319936&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kazamaki, Norihiko Continuous exponential martingales and BMO Lecture notes in mathematics Martingalen gtt Semimartingales (Mathématiques) Stochastische processen gtt Martingales (Mathematics) Martingaltheorie (DE-588)4168982-3 gnd Martingal (DE-588)4126466-6 gnd Funktion beschränkter mittlerer Oszillation (DE-588)4155661-6 gnd |
| subject_GND | (DE-588)4168982-3 (DE-588)4126466-6 (DE-588)4155661-6 |
| title | Continuous exponential martingales and BMO |
| title_auth | Continuous exponential martingales and BMO |
| title_exact_search | Continuous exponential martingales and BMO |
| title_full | Continuous exponential martingales and BMO Norihiko Kazamaki |
| title_fullStr | Continuous exponential martingales and BMO Norihiko Kazamaki |
| title_full_unstemmed | Continuous exponential martingales and BMO Norihiko Kazamaki |
| title_short | Continuous exponential martingales and BMO |
| title_sort | continuous exponential martingales and bmo |
| topic | Martingalen gtt Semimartingales (Mathématiques) Stochastische processen gtt Martingales (Mathematics) Martingaltheorie (DE-588)4168982-3 gnd Martingal (DE-588)4126466-6 gnd Funktion beschränkter mittlerer Oszillation (DE-588)4155661-6 gnd |
| topic_facet | Martingalen Semimartingales (Mathématiques) Stochastische processen Martingales (Mathematics) Martingaltheorie Martingal Funktion beschränkter mittlerer Oszillation |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006319936&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT kazamakinorihiko continuousexponentialmartingalesandbmo |