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An Infinitesimal Approach to Stochastic Analysis

eBook ISBN: | 978-1-4704-0707-0 |
Product Code: | MEMO/48/297.E |
List Price: | $26.00 |
MAA Member Price: | $23.40 |
AMS Member Price: | $20.80 |

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An Infinitesimal Approach to Stochastic Analysis
eBook ISBN: | 978-1-4704-0707-0 |
Product Code: | MEMO/48/297.E |
List Price: | $26.00 |
MAA Member Price: | $23.40 |
AMS Member Price: | $20.80 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 48; 1984; 184 ppMSC: Primary 60; Secondary 03
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Table of Contents
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Chapters
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1. Preliminaries
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2. Hyperfinite stochastic processes
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3. The continuity theorem
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4. Brownian motions and stochastic processes
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5. Existence theorems for stochastic integral equations
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6. Properties of solutions
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7. Lifting theorems
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8. Uniform lifting theorems
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9. Internal transformations
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10. Proof of an existence theorem
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11. Universality theorems
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RequestsReview Copy – for publishers of book reviewsPermission – for use of book, eBook, or Journal contentAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Requests
-
Chapters
-
1. Preliminaries
-
2. Hyperfinite stochastic processes
-
3. The continuity theorem
-
4. Brownian motions and stochastic processes
-
5. Existence theorems for stochastic integral equations
-
6. Properties of solutions
-
7. Lifting theorems
-
8. Uniform lifting theorems
-
9. Internal transformations
-
10. Proof of an existence theorem
-
11. Universality theorems
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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