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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
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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| Colección: | Studies in logic and the foundations of mathematics ;
v. 119. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource (xii, 478 pages) |
| Bibliografía: | Includes bibliographical references (pages 446-452) and index. |
| ISBN: | 9780444879271 0444879277 9780080960425 0080960421 |