This paper deals with Natorp’s version of the Marburg mathematical philosophy of science characterized by the following three features: The core of Natorp’s mathematical philosophy of science is contained in his “knowledge equation” that may be considered as a mathematical model of the “transcendental method” conceived by Natorp as the essence of the Marburg Neo-Kantianism. For Natorp, the object of knowledge was an infinite task. This can be elucidated in two different ways: Carnap, in the Aufbau, contended that this endeavor (...) can be divided into two distinct parts, namely, a finite “constitution” of the object of knowledge and an infinite incompletable empirical description. In contrast, and more in the original spirit of Cohen and Natorp, the physicist and philosopher Margenau in The Nature of Physical Reality (Margenau. 1950) conceived the infinity of this “Aufgabe” as an infinite dialectical process, in which relative “data” and “conceptual constructs” determine each other. This dialectical process eliminates the dichotomy between Anschauung and Begriff that distinguished the Marburg Neo-Kantianism from Kantian orthodoxy, namely, the abandonment of the difference between intuition and concept. Finally, the paper deals with the non-Archimedean geometrical systems that played a central role in Natorp’s defence of Cohen’s “infinitesimal” metaphysics. (shrink)