An Infinitesimal Approach to Stochastic Analysis
Download or Read eBook An Infinitesimal Approach to Stochastic Analysis PDF written by H. Jerome Keisler and published by American Mathematical Soc.. This book was released on 1984 with total page 197 pages. Available in PDF, EPUB and Kindle.
| Author | : H. Jerome Keisler |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 197 |
| Release | : 1984 |
| ISBN-10 | : 9780821822975 |
| ISBN-13 | : 0821822977 |
| Rating | : 4/5 (75 Downloads) |
Book Synopsis An Infinitesimal Approach to Stochastic Analysis by : H. Jerome Keisler
Book excerpt: This monograph uses Robinson's infinitesimal (i.e., nonstandard) analysis to study stochastic integral equations with respect to a Brownian motion. By using a combination of standard and infinitesimal methods, we obtain new results about stochastic integral equations which can be stated in standard terms.
