Can you recommend me any books about infinitesimal probability?

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Can you recommend me any books about infinitesimal probability?

There are several good books about infinitesimal calculus but it is hard to find any books about infinitesimal probability...

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Your best bet is Herzberg:

Herzberg, Frederik S. Stochastic calculus with infinitesimals. Lecture Notes in Mathematics, 2067. Springer, Heidelberg, 2013.

See here.