Model Theory of Stochastic Processes

1. Auflage 2002
ISBN: 978-1-56881-172-7
Verlag: A K Peters/CRC Press

Buch, Englisch, 140 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 226 g

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.

Zielgruppe

Researchers in probability, model theory, and nonstandard analysis.

Autoren/Hrsg.

Fajardo, Sergio

Keisler, H. Jerome

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik

Inhaltsverzeichnis

Introduction Chapter 1. Adapted distributions Chapter 2. Hyperfnite adapted spaces Chapter 3. Saturated spaces Chapter 4. Comparing stochastic processes Chapter 5. Defnability in adapted spaces Chapter 6. Elementary extensions Chapter 7. Rich adapted spaces Chapter 8. Adapted neometric spaces Chapter 9. Enlarging saturated spaces

Über Autor(innen)

Sergio Fajardo Department of Mathematics, University of Los Andes, Bogota, Colombia. H. Jerome Keisler Department of Mathematics, University of Wisconsin, Madison, Wisconsin, USA.