Foundations of Infinitesimal Stochastic Analysis

K. D. Stroyan

ISBN 10: 0444558209 / ISBN 13: 9780444558206

Verlag: North Holland, 1986

Beschreibung

490 pages. 9.00x6.00x1.11 inches. This item is printed on demand.

Bestandsnummer des Verkäufers zk0444558209

Bibliografische Details

• Titel: Foundations of Infinitesimal Stochastic Analysis
• Verlag: North Holland
• Veröffentlichungsdatum: 1986
• Sprache: Englisch
• ISBN-10: 0444558209
• ISBN-13: 9780444558206
• Bindung: Paperback
• Zustand: Brand New

Über diesen Titel

Inhaltsangabe

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.