An infinitesimal approach to stochastic analysis /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Keisler, H. Jerome
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, R.I., USA : American Mathematical Society, [1984]
Colección:Memoirs of the American Mathematical Society ; no. 297.
Temas:
Stochastic integral equations.
Nonstandard mathematical analysis.
Brownian motion processes.
Équations intégrales stochastiques.
Analyse mathématique non standard.
Processus de mouvement brownien.
Brownian motion processes
Nonstandard mathematical analysis
Stochastic integral equations
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Table of Contents
  • Introduction
  • 1. Preliminaries
  • 2. Hyperfinite Stochastic Processes
  • 3. The Continuity Theorem
  • 4. Brownian Motions and Stochastic Processes
  • 5. Existence Theorems for Stochastic Integral Equations
  • 6. Properties of Solutions
  • 7. Lifting Theorems
  • 8. Uniform Lifting Theorems
  • 9. Internal Transformations
  • 10. Proof of an Existence Theorem
  • 11. Universality Theorems
  • References
  • Index of Definitions
  • A
  • B
  • C
  • D
  • E
  • F
  • H
  • I
  • L
  • M
  • N
  • P
  • R
  • S
  • T
  • U
  • W
  • Index of Symbols
  • Index of Authors.

Ejemplares similares