#STOCHASTIC CALCULUS WITH INFINITESIMALS SERIES#

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.'- Member of 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). Language eng Summary 'This short monograph develops basic stochastic analysis. Infinitesimal calculus, consistently and accessibly - Radically elementary probability theory - Radically.

DOI: Publisher: Springer Berlin, Heidelberg. For a formal derivation of these results use the Ito theorem on transformations of stochastic processes which gives the same formula without mucking around with infinitesimals.

#STOCHASTIC CALCULUS WITH INFINITESIMALS SERIES#

Series Title: Lecture Notes in Mathematics.

Label Stochastic calculus with infinitesimals Title Stochastic calculus with infinitesimals Statement of responsibility Frederik S. Book Title: Stochastic Calculus with Infinitesimals.