Ebook > Sciences > Math > J.M. Bayod & K.D. Stroyan: Foundations of Infinitesimal Stochastic Analysis (PDF)

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

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Cover of 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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Language English ● Format PDF ● ISBN 9780080960425 ● Publisher Elsevier Science ● Published 2011 ● Downloadable 6 times ● Currency EUR ● ID 3058656 ● Copy protection Adobe DRM

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