A01=H. Jerome Keisler
A01=Sergio Fajardo
advanced stochastic modeling
Author_H. Jerome Keisler
Author_Sergio Fajardo
Borel Cr Algebra
Borel Function
Cadlag Processes
Category=PBT
Conditional Expectation
Continuous Local Martingale
Continuous Markov Process
Countable Dense Set
Countable Intersection
Elementary Embeddings
Elementary Extension
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Finite Dimensional Distribution
graduate mathematics text
Homogeneity Theorem
hyperfinite models
Local Martingale
Measure Algebra
measure theory methods
model theory applications in probability
Monotone Class Argument
nonstandard analysis
Polish Space
probability logic
Probability Space
Random Variables
Saturation Principle
Simple Random Variable
Skorokhod Representation Theorem
Step Ii
Step Iii
Stochastic Processes
T-stopping Time
Product details
- ISBN 9781568811727
- Weight: 226g
- Dimensions: 152 x 229mm
- Publication Date: 01 Jan 2002
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Paperback
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This book presents new research in probability theory using ideas from mathematical logic. It is a general study of stochastic processes on adapted probability spaces, employing the concept of similarity of stochastic processes based on the notion of adapted distribution. The authors use ideas from model theory and methods from nonstandard analysis. The construction of spaces with certain richness properties, defined by insights from model theory, becomes easy using nonstandard methods, but remains difficult or impossible without them.
Sergio Fajardo Department of Mathematics, University of Los Andes, Bogota, Colombia. H. Jerome Keisler Department of Mathematics, University of Wisconsin, Madison, Wisconsin, USA.
