This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
"synopsis" may belong to another edition of this title.
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 490 pages. 9.00x6.00x1.11 inches. This item is printed on demand. Seller Inventory # zk0444558209
Quantity: 1 available