1st Edition

Model Theory of Stochastic Processes
Lecture Notes in Logic 14




ISBN 9781568811727
Published January 1, 2002 by A K Peters/CRC Press
140 Pages

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Book Description

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.