TY - BOOK ID - 134017296 TI - Foundations of infinitesimal stochastic analysis AU - Stroyan, K. D. AU - Bayod, Jose Manuel. PY - 1986 PB - Amsterdam, Netherlands : North-Holland, DB - UniCat KW - Mathematical analysis. KW - Nonstandard mathematical analysis. KW - Stochastic analysis. KW - Mathematics KW - Physical Sciences & Mathematics KW - Mathematical Statistics UR - https://www.unicat.be/uniCat?func=search&query=sysid:134017296 AB - This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students. ER -