Frederik Herzberg
Stochastic Calculus with Infinitesimals Lecture Notes in Mathematics
Frederik Herzberg · 2012
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"This short monograph develops basic stochastic analysis ... and select applications in the framework of Edward Nelson's 'Radically elementary probability theory' (Annals of mathematics studies, 117, Princeton, NJ : Princeton University Press, 1987). This approach requires neither measure-theoretic probability theory nor functional analysis, but is based on a rigorous, yet elementary use of unlimited natural numbers and infinitesimals."--
Book details
- Year
- 2012
- Language
- English
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH &
- Editions
- 1
- Pages
- 112
- ISBN
- 9783642331480
Data source: Wikidata
