Foundations of infinitesimal stochastic analysis /
Collection : Studies in logic and the foundations of mathematics ; . v. 119 Détails physiques : 1 online resource (xii, 478 pages). ISBN :9780444879271; 0444879277; 9780080960425 (electronic bk.); 0080960421 (electronic bk.).
|
Nonstandard mathematical analysis.
|
analyse stochastique.
|
Analyse stochastique.
|
Analyse mathématique non standard.
|
MATHEMATICS
--
Applied.
|
MATHEMATICS
--
Probability & Statistics
--
General.
|
Nonstandard mathematical analysis.
|
Stochastic analysis.
|
Stochastische analyse.
|
Niet-standaardanalyse.
|
Infinitesimaalrekening.
|
Analyse stochastique.
|
Analyse mathématique non standard.
|
Stochastic analysis
|
Electronic books.
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.
Includes bibliographical references (pages 446-452) and index.
Use copy Restrictions unspecified star MiAaHDL
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. MiAaHDL
http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
Description based on print version record.
Il n'y a pas de commentaire pour ce document.