An infinitesimal approach to stochastic analysis / [electronic resource] H. Jerome Keisler.
Material type:
TextSeries: Memoirs of the American Mathematical Society ; v. 297Publication details: Providence, R.I., USA : American Mathematical Society, c1984Description: 1 online resource (x, 184 p.)ISBN: 9781470407070 (online)Subject(s): Stochastic integral equations | Nonstandard mathematical analysis | Brownian motion processesAdditional physical formats: infinitesimal approach to stochastic analysis /DDC classification: 519.2 LOC classification: QA3 | .A57 no. 297 | QA274.27Online resources: Contents | Contents 
E-BOOKS
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | Link to resource | Available | EBK12750 |
"March 1984."
"Volume 48, number 297 (third of 4 numbers)."
Bibliography: p. 174-178.
Includes indexes.
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
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
Description based on print version record.
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