Foundations of Infinitesimal Stochastic Analysis

Kobo ebook | August 1, 2011

byStroyan, K.D.

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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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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...

Format:Kobo ebookPublished:August 1, 2011Publisher:North HollandLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0080960421

ISBN - 13:9780080960425

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