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Stochastic calculus with infinitesim...

Herzberg, Frederik, (1981-)

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Stochastic calculus with infinitesimals /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic calculus with infinitesimals // Frederik S. Herzberg.
Author:	Herzberg, Frederik,
Published:	Heidelberg :Springer, : 2013.,
Description:	xviii, 112 p. :ill;24 cm.
Subject:	Stochastic analysis. -
Online resource:	http://dx.doi.org/10.1007/978-3-642-33149-7Via SpringerLink
ISBN:	9783642331480 (pbk.) :
ISSN:	00758434

Stochastic calculus with infinitesimals /
Herzberg, Frederik,1981-

Stochastic calculus with infinitesimals /Frederik S. Herzberg. - Heidelberg :Springer,2013. - xviii, 112 p. :ill;24 cm. - Lecture notes in mathematics,20670075-8434 ;. - Lecture notes in mathematics (Springer-Verlag) ;2002..

Includes bibliographical references (p. 107-110) and index.

Infinitesimal calculus, consistently and accessibly --

"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."--

ISBN: 9783642331480 (pbk.) :EUR34.95

ISSN: 00758434

LCCN: 2012951626Subjects--Topical Terms:

533923
Stochastic analysis.

LC Class. No.: QA274.2 / .H47 2013

Stochastic calculus with infinitesimals /
LDR:02160cam a2200277Mi 4500 001 1337383
003 OCoLC
005 20130523014216.0
008 130322s2013 gw b 001 0 eng
010 $a 2012951626
020 $a 9783642331480 (pbk.) : $c EUR34.95
020 $a 3642331483 (pbk.)
020 $a 9783642331497 (ebk.)
020 $a 3642331491 (ebk.)
022 # $a 00758434
022 # $a 16179692 (e-ISSN)
035 $a AS-BW-102-01
040 $a DLC $b eng
050 # 4 $a QA274.2 $b .H47 2013
100 1 $a Herzberg, Frederik, $d 1981- $3 1783808
245 1 0 $a Stochastic calculus with infinitesimals / $c Frederik S. Herzberg.
260 1 $a Heidelberg : $b Springer, $c 2013.
300 $a xviii, 112 p. : $b ill; $c 24 cm.
490 1 0 $a Lecture notes in mathematics, $x 0075-8434 ; $v 2067
504 $a Includes bibliographical references (p. 107-110) and index.
505 0 # $t Infinitesimal calculus, consistently and accessibly -- $t Radically elementary probability theory -- $t Radically elementary stochastic integrals -- $t The radically elementary Girsanov theorem and the diffusion invariance principle -- $t Excursion to financial economics: a radically elementary approach to the fundamental theorems of asset pricing -- $t Excursion to financial engineering: volatility invariance in the Black-Scholes model -- $t A radically elementary theory of Itô diffusions and associated partial differential equations -- $t Excursion to mathematical physics: a radically elementary definition of Feynman path integrals -- $t A radically elementary theory of Lévy processes -- $t Excursion to logic: some remarks on the metamathematics of minimal internal set theory -- $t Robinsonian vs. minimal nonstandard analysis.
520 # $a "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."-- $c Abstract.
650 # 0 $a Stochastic analysis. $3 533923
650 # 0 $a Nonstandard mathematical analysis. $3 610220
830 0 $a Lecture notes in mathematics (Springer-Verlag) ; $v 2002. $3 1235985
856 4 1 $u http://dx.doi.org/10.1007/978-3-642-33149-7 $z Via SpringerLink