Foundations of infinitesimal stochastic analysis / K.D. Stroyan and José Manuel Bayod.
Series: Studies in logic and the foundations of mathematics ; v. 119.1986Description: 1 online resource (xii, 478 pages)Content type:- text
- computer
- online resource
- 9780444879271
- 0444879277
- 9780080960425
- 0080960421
- Stochastic analysis
- Nonstandard mathematical analysis
- Analyse stochastique
- Analyse mathématique non standard
- MATHEMATICS -- Applied
- MATHEMATICS -- Probability & Statistics -- General
- Nonstandard mathematical analysis
- Stochastic analysis
- Stochastische analyse
- Niet-standaardanalyse
- Infinitesimaalrekening
- Analyse stochastique
- Analyse mathématique non standard
- Stochastic analysis
- QA274.2 .S79 1986eb
- digitized 2010 HathiTrust Digital Library committed to preserve
eBooks
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.
Includes bibliographical references (pages 446-452) and index.
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