Download or read book An Infinitesimal Approach to Stochastic Analysis written by H. Jerome Keisler and published by American Mathematical Soc.. This book was released on 1984 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.