Kazamaki, Norihiko, 1940-

Continuous exponential martingales and BMO/ Norihiko Kazamaki. - Berlin; New York: Springer-Verlag, c1994. - vi, 90 p.; 24 cm. - Lecture notes in mathematics; 1579 . - Lecture notes in mathematics (Springer-Verlag); 1579. .

Includes bibliographical references (p. [85]-90) and index.

3540580425 (Berlin : acid-free) 0387580425 (New York : acid-free)

94016026


Martingales (Mathematics)

510 s 519.2/87