Foundations Of Infinitesimal Stochastic Analysis (Studies In Logic And The Foundations Of Mathematics)

Features of Foundations of infinitesimal stochastic analysis (Studies in logic and the foundations of mathematics)

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.