Foundations of infinitesimal stochastic analysis [electronic resource] / K.D. Stroyan and José Manuel Bayod.
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...
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| Online Access: |
Full Text (via ScienceDirect) |
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam ; New York : New York, N.Y., U.S.A. :
North-Holland ; Sole distributors for the U.S.A. and Canada, Elsevier Pub. Co.,
1986.
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| Series: | Studies in logic and the foundations of mathematics ;
v. 119. |
| Subjects: |
Internet
Full Text (via ScienceDirect)Online
| Call Number: |
QA274.2 .S79 1986eb
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| QA274.2 .S79 1986eb | Available |