رویکرد بی‌نهایت به تحلیل تصادفی

H. Jerome Keisler. March 1984. Volume 48, Number 297 (third Of Four) Includes Indexes. Bibliography: P. 174-178. This monograph uses Robinson's infinitesimal (i.e., nonstandard) analysis to study stochastic integral equations with respect to a Brownian motion. By using a combination of standard and infinitesimal methods, we obtain new results about stochastic integral equations which can be stated in standard terms