Foundations of Infinitesimal Stochastic Analysis
| Autor: | K.D. Stroyan, J.M. Bayod |
|---|---|
| EAN: | 9780080960425 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 01.08.2011 |
| Kategorie: |
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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.