Stochastic calculus with infinitesimals

Stochastic calculus with infinitesimals

by Herzberg, Frederik

Type Book
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"This short monograph develops basic stochastic analysis ... and select applications in the framework of Edward Nelson's 'Radically elementary probability theory' (Annals of mathematics studies, 117, Princeton, NJ : Princeton University Press, 1987). This approach requires neither measure-theoretic probability theory nor functional analysis, but is based on a rigorous, yet elementary use of unlimited natural numbers and infinitesimals."--

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Title Statements

  • Full title :Stochastic calculus with infinitesimals / Frederik S. Herzberg.

Summary

"This short monograph develops basic stochastic analysis ... and select applications in the framework of Edward Nelson's 'Radically elementary probability theory' (Annals of mathematics studies, 117, Princeton, NJ : Princeton University Press, 1987). This approach requires neither measure-theoretic probability theory nor functional analysis, but is based on a rigorous, yet elementary use of unlimited natural numbers and infinitesimals."--

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Edition Statements

  • Publication Date:©2013

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Heidelberg
  • Language:eng
  • Publication Date:©2013

The Physical Object

  • Description:xviii, 112 pages ; : 24 cm

Edition Identifiers

  • ISBN:9783642331480, 3642331483, 9783642331497, 3642331491
  • oclc:ocn820129915
  • LC Classification:QA274.2
  • Dewey Decimal:519.22

Subjects

Analyse mathématique non standard Analyse stochastique Nonstandard mathematical analysis Stochastic analysis

Writers

Herzberg, Frederik

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