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

K.D. Stroyan; Jose Manuel Bayod

ISBN 10: 0444879277 / ISBN 13: 9780444879271

Verlag: North-Holland Elsevier Science Publishers, 1991

Beschreibung

Type: Book N.B. Small plain label to ffep. Rubbing to head and tail of spine and corners of boards. Dent to top edge of front board. (MATHEMATICS).

Bestandsnummer des Verkäufers 300380

Bibliografische Details

• Titel: Foundations of Infinitesimal Stochastic Analysis (Studies in Logic and the Foundations of Mathematics)
• Verlag: North-Holland Elsevier Science Publishers
• Veröffentlichungsdatum: 1991
• Sprache: Englisch
• ISBN-10: 0444879277
• ISBN-13: 9780444879271
• Bindung: Cloth
• Zustand: Very Good
• Zustand des Schutzumschlags: No d/j as Published
• Verkäuferkataloge:
  • MATHEMATICS

Über diesen Titel

Reseña del editor

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.