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  • FOUNDATIONS OF INFINITESIMAL STOCHASTIC ANALYSIS
    ebook
    FOUNDATIONS OF INFINITESIMAL STOCHASTIC ANALYSIS
    STROYAN, K.D. / BAYOD, J.M.
    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) analys...

    $305.00

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