Foundations of infinitesimal stochastic analysis
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 wit...
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| Format: | eBook |
| Language: | English |
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Amsterdam
North-Holland
1986, 1986
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| Series: | Studies in logic and the foundations of mathematics
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| Collection: | Elsevier eBook collection Mathematics - Collection details see MPG.ReNa |
| Summary: | 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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| Item Description: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002 |
| Physical Description: | xii, 478 pages |
| ISBN: | 0444879277 9780444879271 9780080960425 |