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Stochastic Calculus with Infinitesimals

By Frederik S. Herzberg
eBook
$44.99
By Frederik S. Herzberg
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Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis...

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Science & TechnologyMathematicsLogic & Foundations of Mathematics