Albeverio, Sergio

Nonstandard Methods in Stochastic Analysis and Mathematical Physics

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ISBN 13:
9780486468990
author:
Albeverio, Sergio
format:
Paperback
publisher:
Dover Publications Inc.
language:
English
Publication Year:
2009
Pages:
528
Dimensions:
23.1 x 15.2 x 3 cm
Genre:
Probability & statistics
Condition:
New
Availability:
Item usually sent within 7 working days
£23.86

Description

Nonstandard Methods in Stochastic Analysis and Mathematical Physics by Sergio Albeverio, Jens Erik Fenstad, Raphael Høegh-Krohn, and Tom Lindstrøm is a comprehensive introduction to nonstandard analysis, a field that relates to number theory, algebra, and topology. The book's first half provides a self-contained overview of the subject, while the second part explores its applications in stochastic analysis and mathematical physics. The text begins with an introduction to nonstandard calculus, singular perturbation theory, and its connections to topology and functional analysis. It then delves into the applications of nonstandard analysis to probability theory, starting with nonstandard measure theory and advancing to probability problems that can be represented by hyperfinite nonstandard models. The authors also present numerous applications to stochastic processes, mathematical physics, and other areas. This book is a valuable resource for those looking to understand the connections between nonstandard analysis and its applications in mathematics and physics.

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