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Foundations of Infinitesimal Stochastic Analysis

โœ Scribed by K.D. Stroyan, Jose Manuel Bayod


Publisher
Elsevier Science Ltd
Year
1986
Tongue
English
Leaves
488
Series
Studies in Logic and the Foundations of Mathematics, Volume 119
Category
Library

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๐Ÿ“œ SIMILAR VOLUMES


Foundations of Infinhesimal Stochastic A
โœ K.D. Stroyan and Josะ“ยฉ Manuel Bayod (Eds.) ๐Ÿ“‚ Library ๐Ÿ“… 1986 ๐Ÿ› Elsevier Science Ltd ๐ŸŒ English

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 wit