Foundations of Infinitesimal Stochastic Analysis



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Éditeur :

North Holland


Paru le : 2011-08-18



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Description
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.
Pages
491 pages
Collection
n.c
Parution
2011-08-18
Marque
North Holland
EAN papier
9780444879271
EAN PDF SANS DRM
9780080960425

Prix
19,99 €

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