An Infinitesimal Approach to Stochastic Analysis
Jan 1984 · American Mathematical Society: Memoirs of the American Mathematical Society Book 297 · American Mathematical Soc.
Ebook
184
Pages
About this ebook
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.
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 standa...
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