Stochastic Calculus with Infinitesimals

• Main Author: Herzberg, Frederik (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Lecture Notes in Mathematics, 2067
• Subjects: Mathematics.; Game theory.; Mathematical logic.; Probabilities.; Mathematical physics.; Economic theory.; Mathematical Logic and Foundations.; Probability Theory and Stochastic Processes.; Economic Theory/Quantitative Economics/Mathematical Methods.; Game Theory, Economics, Social and Behav. Sciences.; Mathematical Physics.

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) a...