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 |
| 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.
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| Series: | Studies in logic and the foundations of mathematics ;
v. 119. |
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| Online Access: | Connect to the full text of this electronic book |
| 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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| Physical Description: | 1 online resource (xii, 478 pages) |
| Format: | 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. |
| Bibliography: | Includes bibliographical references (pages 446-452) and index. |
| ISBN: | 9780444879271 0444879277 9780080960425 0080960421 |