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Foundations of Infinitesimal Stochastic Analysis

  • 1st Edition - October 9, 2011
  • Latest edition
  • Authors: K.D. Stroyan, J.M. Bayod
  • Language: English
  • Paperback ISBN:
    9 7 8 - 0 - 4 4 4 - 5 5 8 2 0 - 6
  • 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

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Elsevier academics book covers
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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