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Foundations of infinitesimal stochastic analysis /

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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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Bibliographic Details
Main Author: Stroyan, K. D.
Corporate Author: ScienceDirect (Online service)
Other Authors: Bayod, José Manuel
Format: eBook
Language:English
Published: Amsterdam ; New York : New York, N.Y., U.S.A. : North-Holland ; Sole distributors for the U.S.A. and Canada, Elsevier Pub. Co., 1986.
Series:Studies in logic and the foundations of mathematics ; v. 119.
Subjects:
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.
Electronic books.
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Call Number: QA274.2 .S79 1986eb
 
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QA274.2 .S79 1986eb Available