Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
| ISBN: | 9780691084749 |
| Publication date: | 1st July 1992 |
| Author: | Edward Nelson |
| Publisher: | Princeton University Press |
| Format: | Paperback |
| Pagination: | 107 pages |
| Series: | Annals of Mathematics Studies |
| Genres: |
Probability and statistics |