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

Stroyan, K.D.; Bayod, Jose Manuel

Hardcover

ISBN 10: 0444879277 ISBN 13: 9780444879271

Publisher: Elsevier Science Ltd, 1986

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.

Edition details

• Publisher: Elsevier Science Ltd
• Publication date: 1986
• Language: English
• ISBN 10: 0444879277
• ISBN 13: 9780444879271
• Binding: Hardcover
• Number of pages: 490