Stochastic Calculus with Infinitesimals
            
                Lecture Notes in Mathematics
Publisher: Springer-Verlag Berlin and Heidelberg GmbH &
Published: 2012
Number of pages: 112
ISBN-13: 9783642331480
Description: "This short monograph develops basic stochastic analysis ... 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). 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."--