Foundations of Infinitesimal Stochastic Analysis - Softcover

Stroyan, K. D.

 
9780444558206: Foundations of Infinitesimal Stochastic Analysis
Softcover
ISBN 10: 0444558209 ISBN 13: 9780444558206
Publisher: North Holland, 2011

Synopsis

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.

Publisher
North Holland
Publication date
2011
Language
English
ISBN 10 
0444558209
ISBN 13 
9780444558206
Binding
Paperback
Number of pages
490

Other Popular Editions of the Same Title

9780444879271: Foundations of Infinitesimal Stochastic Analysis (Studies in Logic and the Foundations of Mathematics)

Featured Edition

ISBN 10:  0444879277 ISBN 13:  9780444879271
Publisher: Elsevier Science Ltd, 1986
Hardcover