This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-
There has been a tremendous growth in the volume of financial transactions based on mathematics, reflecting the confidence in the Nobel-Prize-winning Black-Scho
This monograph uses Robinson's infinitesimal (i.e., nonstandard) analysis to study stochastic integral equations with respect to a Brownian motion. By using a c
This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods. No prior knowledge of probability is assumed.