Continuous exponential martingales and BMO:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin u.a.
Springer
1994
|
| Series: | Lecture notes in mathematics
1579 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VI, 90 S. |
| ISBN: | 3540580425 0387580425 |
Staff View
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 | ||
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Record in the Search Index
| _version_ | 1805082775976411136 |
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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 |
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| author | Kazamaki, Norihiko |
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| indexdate | 2024-07-20T07:38:02Z |
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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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| 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 |
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| work_keys_str_mv | AT kazamakinorihiko continuousexponentialmartingalesandbmo |