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J.M. Bayod & K.D. Stroyan
Foundations of Infinitesimal Stochastic Analysis [PDF ebook]

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Couverture du J.M. Bayod & K.D. Stroyan: Foundations of Infinitesimal Stochastic Analysis (PDF)

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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Langue Anglais ● Format PDF ● ISBN 9780080960425 ● Maison d’édition Elsevier Science ● Publié 2011 ● Téléchargeable 6 fois ● Devise EUR ● ID 3058656 ● Protection contre la copie Adobe DRM

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