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Infinitesimal Approach to Stochastic Analysis.

By: Material type: TextTextSeries: Memoirs of the American Mathematical SocietyPublisher: Providence : American Mathematical Society, 1984Copyright date: ©1984Edition: 1st edDescription: 1 online resource (196 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781470407070
Subject(s): Genre/Form: Additional physical formats: Print version:: Infinitesimal Approach to Stochastic AnalysisDDC classification:
  • 519.2
LOC classification:
  • QA274.27 -- .K45 1984eb
Online resources:
Contents:
Intro -- Table of Contents -- Introduction -- 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 -- 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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Intro -- Table of Contents -- Introduction -- 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 -- 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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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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