9780387580425 | Springer Verlag, August 1, 1994, cover price $24.00 | also contains
The Substitutes |
About this edition: 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.
9783540580423 | Springer Verlag, July 28, 1994, cover price $39.95 |
About this edition: 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.