Authors:
- A demonstrably consistent use of infinitesimals permits a radically simplified approach to stochastic calculus
- Chapters on asset pricing, Lévy processes and the Feynman path integral introduce readers to applications
- Appendixes explore the relationship with Internal Set Theory and Robinsonian nonstandard analysis
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2067)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (10 chapters)
-
Front Matter
-
Back Matter
About this book
Authors and Affiliations
-
Institute of Mathematical Economics, Bielefeld University, Bielefeld, Germany
Frederik Herzberg
Bibliographic Information
Book Title: Stochastic Calculus with Infinitesimals
Authors: Frederik Herzberg
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-642-33149-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2013
Softcover ISBN: 978-3-642-33148-0Published: 07 November 2012
eBook ISBN: 978-3-642-33149-7Published: 06 November 2012
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XVIII, 112
Topics: Mathematical Logic and Foundations, Probability Theory and Stochastic Processes, Economic Theory/Quantitative Economics/Mathematical Methods, Game Theory, Economics, Social and Behav. Sciences, Mathematical Physics