Frederik Herzberg
Stochastic Calculus with Infinitesimals Lecture Notes in Mathematics
Frederik Herzberg · 2012
על הספר
"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."--
פרטי הספר
- שנה
- 2012
- שפה
- English
- הוצאה
- Springer-Verlag Berlin and Heidelberg GmbH &
- מהדורות
- 1
- עמודים
- 112
- ISBN
- 9783642331480
מקור הנתונים: Wikidata
