Book contents
- Frontmatter
- Contents
- Preface
- PART I THE FUNDAMENTAL PRINCIPLES
- 1 Preliminaries
- 2 Martingales
- 3 Fourier and Laplace transformations
- 4 Abstract Wiener–Fréchet spaces
- 5 Two concepts of no-anticipation in time
- 6 †Malliavin calculus on real sequences
- 7 Introduction to poly-saturated models of mathematics
- 8 Extension of the real numbers and properties
- 9 Topology
- 10 Measure and integration on Loeb spaces
- PART II AN INTRODUCTION TO FINITE- AND INFINITE-DIMENSIONAL STOCHASTIC ANALYSIS
- PART III MALLIAVIN CALCULUS
- APPENDICES: EXISTENCE OF POLY-SATURATED MODELS
- References
- Index
7 - Introduction to poly-saturated models of mathematics
from PART I - THE FUNDAMENTAL PRINCIPLES
Published online by Cambridge University Press: 05 March 2012
- Frontmatter
- Contents
- Preface
- PART I THE FUNDAMENTAL PRINCIPLES
- 1 Preliminaries
- 2 Martingales
- 3 Fourier and Laplace transformations
- 4 Abstract Wiener–Fréchet spaces
- 5 Two concepts of no-anticipation in time
- 6 †Malliavin calculus on real sequences
- 7 Introduction to poly-saturated models of mathematics
- 8 Extension of the real numbers and properties
- 9 Topology
- 10 Measure and integration on Loeb spaces
- PART II AN INTRODUCTION TO FINITE- AND INFINITE-DIMENSIONAL STOCHASTIC ANALYSIS
- PART III MALLIAVIN CALCULUS
- APPENDICES: EXISTENCE OF POLY-SATURATED MODELS
- References
- Index
Summary
- Type
- Chapter
- Information
- Publisher: Cambridge University PressPrint publication year: 2012