Foundations of infinitesimal stochastic analysis (Studies in logic and the foundations of mathematics) - Hardcover

Barwise, J.; Kaplan, D.; Keisler, H. J.; Suppes, P.; Troelstra, A. S. [Editors]

Hardcover

ISBN 10: 0444879277 ISBN 13: 9780444879271

Publisher: North Holland, 1986

Synopsis

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.

Edition details

• Publisher: North Holland
• Publication date: 1986
• Language: English
• ISBN 10: 0444879277
• ISBN 13: 9780444879271
• Binding: Hardcover
• Number of pages: 478