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Foundations of Infinitesimal Stochastic Analysis
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Pages: 491
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Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

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This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-
Foundations of Infinitesimal Stochastic Analysis
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Pages: 0
Authors: K. D. Stroyan
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Principles of Infinitesimal Stochastic and Financial Analysis
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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
An Infinitesimal Approach to Stochastic Analysis
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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
Foundations of Stochastic Analysis
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Authors: M. M. Rao
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This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods. No prior knowledge of probability is assumed.