Timeline for Does this book use non-mainstream stochastic analysis constructions and is thus perhaps not a good start?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Mar 10, 2022 at 14:40 | comment | added | Kurt G. | All three books you found were written by obviously very hard working enthusiastic authors. If you share their enthusiasm (quite understandably) go for it. There is no reason to hesitate. | |
| Mar 10, 2022 at 14:04 | history | edited | tanktop | CC BY-SA 4.0 |
added 190 characters in body
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| Mar 10, 2022 at 14:03 | comment | added | tanktop | Lastly, I want to it still leaves open the last bulleted question, which is an objective one, is still open. | |
| Mar 10, 2022 at 14:02 | comment | added | tanktop | The former leads to all kinds of trouble if one introduces various derived concepts - but for an ad-hoc definition works fine. I also have added another book besides Sonderman for comparision, if you would share your opinion on that, I'd been interested :). | |
| Mar 10, 2022 at 14:02 | comment | added | tanktop | @KurtG. Thank you for your input, I will consider that. I actually don't mind long-winded intros, because I want to really know the details well and I feel many books skim over them too quickly to get to the interesting parts, disregarding that some "intellectual debt" invariably builds up which might turn out later to be problematic (though I'm not saying that Sonderman might suffer from this, since I haven't read him). A good analogy is introducing curves as maps, instead of equivalence classes of maps that have the same parametrization. [...] | |
| Mar 10, 2022 at 12:54 | comment | added | Kurt G. | Every opinion about books is personal. So is mine : between those two books I strongly favour D. Sondermann. It is not that far off the mainstream. Rather takes a route led by Föllmer that even simplifies the introduction of the stochastic integral. The book by Fremlin is a very comprehensive treatise much too heavy for someone that wants to get introduced into stochastic analysis. In fact the stochastic integral is put into one of the last chapters. IMHO that is where sochastic analysis should start to become interesting. | |
| Mar 10, 2022 at 10:42 | history | asked | tanktop | CC BY-SA 4.0 |