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UNINA9910480567303321 |
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Autore |
Keisler H. Jerome |
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Titolo |
An infinitesimal approach to stochastic analysis / / H. Jerome Keisler |
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Pubbl/distr/stampa |
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Providence, R.I., USA : , : American Mathematical Society, , [1984] |
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©1984 |
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ISBN |
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Descrizione fisica |
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1 online resource (196 p.) |
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Collana |
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Memoirs of the American Mathematical Society, , 0065-9266 ; ; number 297 |
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Disciplina |
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Soggetti |
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Stochastic integral equations |
Nonstandard mathematical analysis |
Brownian motion processes |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"March 1984." |
"Volume 48, number 297 (third of 4 numbers)." |
Includes indexes. |
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Nota di bibliografia |
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Bibliography: pages 174-178. |
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Nota di contenuto |
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""Table of Contents""; ""Introduction""; ""Â1. Preliminaries""; ""Â2. Hyperfinite Stochastic Processes""; ""Â3. The Continuity Theorem""; ""Â4. Brownian Motions and Stochastic Processes""; ""Â5. Existence Theorems for Stochastic Integral Equations""; ""Â6. Properties of Solutions""; ""Â7. Lifting Theorems""; ""Â8. Uniform Lifting Theorems""; ""Â9. Internal Transformations""; ""Â10. Proof of an Existence Theorem""; ""Â11. Universality Theorems""; ""References""; ""Index of Definitions""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""H""; ""I""; ""L""; ""M""; ""N""; ""P""; ""R""; ""S"" |
""T""""U""; ""W""; ""Index of Symbols""; ""Index of Authors"" |
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