Foundations of Infinitesimal Stochastic Analysis

K. D. Stroyan

ISBN 10: 0444558209 ISBN 13: 9780444558206

Editorial: North Holland, 1986

Idioma: Ingl�s

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490 pages. 9.00x6.00x1.11 inches. This item is printed on demand.

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Detalles bibliogr�ficos

T�tulo: Foundations of Infinitesimal Stochastic Analysis
Editor: North Holland
Fecha de publicaci�n: 1986
Idioma: Ingl�s
ISBN 10: 0444558209
ISBN 13: 9780444558206
Encuadernaci�n: Paperback
Estado: Brand New

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Sinopsis

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.

Rese�a del editor

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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