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This book presents a careful and detailed introduction to the methodology of nonstandard analysis and the foundations of its use in analysis, topology, probability theory and stochastic analysis. Further articles expound recent, more advanced applications in functional analysis, stochastic differential equations, mathematical physics and mathematical finance theory. All authors are world leaders in the subject. §Audience: All mathematicians at postgraduate level and beyond who wish to learn the basics of nonstandard analysis and its role in current mathematical research.