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The Strength of Nonstandard Analysis

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Table of Contents

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    Book Overview
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    Chapter 1 The strength of nonstandard analysis
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    Chapter 2 The virtue of simplicity
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    Chapter 3 Analysis of various practices of referring in classical or non standard mathematics
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    Chapter 4 Stratified analysis?
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    Chapter 5 ERNA at work
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    Chapter 6 The Sousa Pinto approach to nonstandard generalised functions
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    Chapter 7 Neutrices in more dimensions
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    Chapter 8 Nonstandard methods for additive and combinatorial number theory. A survey
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    Chapter 9 Nonstandard methods and the Erdős-Turán conjecture
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    Chapter 10 Nonstandard likelihood ratio test in exponential families
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    Chapter 11 A finitary approach for the representation of the infinitesimal generator of a markovian semigroup
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    Chapter 12 On two recent applications of nonstandard analysis to the theory of financial markets
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    Chapter 13 Quantum Bernoulli experiments and quantum stochastic processes
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    Chapter 14 Applications of rich measure spaces formed from nonstandard models
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    Chapter 15 More on S-measures
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    Chapter 16 A Radon-Nikodým theorem for a vector-valued reference measure
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    Chapter 17 Differentiability of Loeb measures
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    Chapter 18 The power of Gâteaux differentiability
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    Chapter 19 Nonstandard Palais-Smale conditions
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    Chapter 20 Averaging for ordinary differential equations and functional differential equations
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    Chapter 21 Path-space measure for stochastic differential equation with a coefficient of polynomial growth
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    Chapter 22 Optimal control for Navier-Stokes equations
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    Chapter 23 Local-in-time existence of strong solutions of the n -dimensional Burgers equation via discretizations
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    Chapter 24 Stratified analysis?
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    Chapter 25 Pre-University Analysis
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