Includes bibliographical references (pages 107-110) and index.
Contents:
Infinitesimal calculus, consistently and accessibly
Radically elementary probability theory
Radically elementary stochastic integrals
The radically elementary Girsanov theorem and the diffusion invariance principle
Excursion to financial economics: a radically elementary approach to the fundamental theorems of asset pricing
Excursion to financial engineering: volatility invariance in the Black-Scholes model
A radically elementary theory of Itô diffusions and associated partial differential equations
Excursion to mathematical physics: a radically elementary definition of Feynman path integrals
A radically elementary theory of Lévy processes
Excursion to logic: some remarks on the metamathematics of minimal internal set theory
Robinsonian vs. minimal nonstandard analysis.
Summary:
"This short monograph develops basic stochastic analysis ... and select applications in the framework of Edward Nelson's 'Radically elementary probability theory' (Annals of mathematics studies, 117, Princeton, NJ : Princeton University Press, 1987). This approach requires neither measure-theoretic probability theory nor functional analysis, but is based on a rigorous, yet elementary use of unlimited natural numbers and infinitesimals."-- Abstract.