Foundations of Infinitesimal Stochastic Analysis
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Produkt beskrivelse
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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Detaljer
- ISBN13 9780080960425
- Udgivet 2011
- Forlag North Holland
- Format Elektronisk medie
- Sprog Engelsk