product iamge

Foundations of Infinhesimal Stochastic Ankysis

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Download
Search on Amazon

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

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

Author(s): K.D. Stroyan and JosГ© Manuel Bayod (Eds.)
Series: Studies in Logic and the Foundations of Mathematics 119
Publisher: Elsevier Science Ltd
Year: 1986

Language: English
Pages: ii-iv, viii-xii, 1-

Content:
Advisory Editorial Board
Page ii

Edited by
Page iii

Copyright page
Page iv

Acknowledgements
Pages viii-ix

Foreword
Pages x-xii

Chapter 0: Preliminary Constructions
Pages 1-42

Chapter 1: Finite & Hyperfinite Measures
Pages 43-114

Chapter 2: Measures and the Standard Part Map
Pages 115-151

Chapter 3: Products of Hyperfinite Measures
Pages 152-168

Chapter 4: Distributions
Pages 169-198

Chapter 5: Paths of Processes
Pages 199-264

Chapter 6: Hyperfinite Evolution
Pages 265-346

Chapter 7: Stochastic Integration
Pages 347-435

Afterword
Pages 436-445

References
Pages 446-452

Appendix A: Primer of Infinitesimal Analysis
Pages 453-464

Appendix 2: Ultrapowers That are Enlargements
Pages 465-471

Index
Pages 472-478