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Synopsis
This book presents new research in probability theory using ideas from mathematical logic. It is a general study of stochastic processes on adapted probability spaces, employing the concept of similarity of stochastic processes based on the notion of adapted distribution. The authors use ideas from model theory and methods from nonstandard analysis. The construction of spaces with certain richness properties, defined by insights from model theory, becomes easy using nonstandard methods, but remains difficult or impossible without them.
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About the Author
Sergio Fajardo Department of Mathematics, University of Los Andes, Bogota, Colombia. H. Jerome Keisler Department of Mathematics, University of Wisconsin, Madison, Wisconsin, USA.
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Model Theory of Stochastic Processes: Lecture Notes in Logic 14
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Taylor & Francis Inc, 2002
ISBN 10: 1568811721
ISBN 13: 9781568811727
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Model Theory of Stochastic Processes: Lecture Notes in Logic 14
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