Foundations of infinitesimal stochastic analysis:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Stroyan, K. D. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Amsterdam North-Holland 1986
Schriftenreihe:Studies in logic and the foundations of mathematics v. 119
Schlagworte:
Online-Zugang:Volltext
Beschreibung: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
Includes bibliographical references (pages 446-452) and index
Beschreibung:1 Online-Ressource (xii, 478 pages)
ISBN:9780444879271
0444879277
9780080960425
0080960421

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