Foundations of Infinitesimal Stochastic Analysis - Brossura

Stroyan, K. D.

Brossura

ISBN 10: 0444558209 ISBN 13: 9780444558206

Casa editrice: North Holland, 2011

Riassunto

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.

Dettagli dell?edizione

• Editore: North Holland
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 0444558209
• ISBN 13: 9780444558206
• Rilegatura: Copertina flessibile
• Numero di pagine: 490
• Contatto del produttore: non disponibile