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Foundations of Infinitesimal Stochastic Analysis

1st Edition - January 1, 1986

Authors: K.D. Stroyan, J.M. Bayod

Language: English
eBook ISBN:
9 7 8 - 0 - 0 8 - 0 9 6 0 4 2 - 5

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… Read more

Foundations of Infinitesimal Stochastic Analysis

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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.