Model Theory of Stochastic Processes
Lecture Notes in Logic 14

by Sergio Fajardo, H. Jerome Keisler
Price: $32.00
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Summary

This monograph 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. The book is accessible to researchers in probability, model theory, and nonstandard analysis.

Details

ISBN: 978-1-56881-172-7
Year: 2002
Format: Paperback
Pages: 140

Reviews

Bulletin of the LMS (PDF)

March 2004

“In much probabilistic modeling, the probability space is something of an artifact - what is primarily given are the statistical properties of random variables and stochastic processes that one wants to study, and one is happy to work with any probability space rich enough to carry such variables and processes.”