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Foundations of Infinitesimal Stochastic Analysis (Studies in Logic and the Foundations of Mathematics) - Hardcover

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

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.

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  • PublisherElsevier Science Ltd
  • Publication date1986
  • ISBN 10 0444879277
  • ISBN 13 9780444879271
  • BindingHardcover
  • LanguageEnglish
  • Number of pages490

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9780444558206: Foundations of Infinitesimal Stochastic Analysis

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ISBN 10: 0444879277 ISBN 13: 9780444879271
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ISBN 10: 0444879277 ISBN 13: 9780444879271
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