Foundations of Infinitesimal Stochastic Analysis
ISBN: 9780080960425
Platform/Publisher: Ebook Central / Elsevier Science & Technology
Digital rights: Users: Unlimited; Printing: Limited; Download: 7 Days at a Time
Subjects: Mathematics;

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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