Cargando…
Foundations of infinitesimal stochastic analysis
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...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Elsevier Science
2011
|
| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1663316 |