Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory

Real- or complex-valued set functions (28A10) Axioms; other general questions in probability (60A05) Markov processes (60J99) Nonstandard models (03H99)

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CONSTRUCTING NONSTANDARD HULLS AND LOEB MEASURES IN INTERNAL SET THEORIES ⋮ Semicontinuity of structure for small sumsets in compact abelian groups ⋮ Integration with filters ⋮ Nonstandard Measure Theory: Avoiding Pathological Sets ⋮ Symmetric Measures, Continuous Networks, and Dynamics ⋮ A Nonstandard Characterization of Weak Convergence ⋮ Uncorrelatedness and orthogonality for vector-valued processes ⋮ Weak Limits of Measures and the Standard Part Map ⋮ Unbounded Loeb Measures ⋮ Purification and saturation ⋮ On the Construction and Distribution of a Local Martingale with a Given Absolute Value ⋮ Nonstandard Analysis and Lattice Statistical Mechanics: A Variational Principle ⋮ Hyperfinite construction of G-expectation ⋮ Mixing and double recurrence in probability groups ⋮ New Hilbert space tools for analysis of graph Laplacians and Markov processes ⋮ Unnamed Item ⋮ A Unified Approach to Structural Limits and Limits of Graphs with Bounded Tree-Depth ⋮ EUCLIDEAN NUMBERS AND NUMEROSITIES ⋮ Loeb extension and Loeb equivalence II ⋮ Analytic Mappings on Hyperfinite Sets ⋮ Direct hyperfinite representations of finitely additive probabilities ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ On Differentiated and Indivisible Commodities: An Expository Re-framing of Mas-Colell’s 1975 Model ⋮ A Nonstandard Approach to Option Pricing ⋮ Integration of Correspondences on Loeb Spaces ⋮ Star-Finite Representations of Measure Spaces ⋮ Hyperfinite transversal theory. II ⋮ Π₁¹ sets of unbounded Loeb measure ⋮ Young measures as probability distributions of Loeb spaces ⋮ A nonstandard representation for Brownian motion and Itô integration ⋮ Joint measurability and the one-way Fubini property for a continuum of independent random variables ⋮ Finitely-additive, countably-additive and internal probability measures ⋮ A Note on Liftings of Linear Continuous Functionals ⋮ Ergodicity of Markov Processes via Nonstandard Analysis ⋮ Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets ⋮ Inner and Outer Banach‐valued Loeb‐measures ⋮ Markets with many more agents than commodities Aumann's ``hidden assumption ⋮ Asymptotic arbitrage and the APT with or without measure-theoretic structures. ⋮ Representing Abstract Measures by Loeb Measures: A Generalization of the Standard Part Map ⋮ Assigning probabilities to non-Lipschitz mechanical systems ⋮ Asymptotic conditional probabilities for binary probability functions ⋮ Timothy Williamson's coin-flipping argument: refuted prior to publication? ⋮ Lower and upper Loeb-integrals ⋮ Characters of inductive limits of finite alternating groups ⋮ Loeb extension and Loeb equivalence ⋮ Weak invariance principles for local time ⋮ Gordon's conjectures 1 and 2: Pontryagin-van Kampen duality in the hyperfinite setting ⋮ The largest $(k,\ell )$-sum-free subsets ⋮ Two special subgroups of the universal sofic group ⋮ From Probability Measures to Each Lévy Triplet and Back ⋮ Elementary stochastic calculus for finance with infinitesimals ⋮ The principle of signature exchangeability ⋮ On the Clark Ocone formula for the abstract Wiener space ⋮ Loeb solutions of the Boltzmann equation ⋮ On a nonstandard Brownian motion and its maximal function ⋮ A completeness proof for adapted probability logic ⋮ Hyperfinite models of adapted probability logic ⋮ Forcing in nonstandard analysis ⋮ A real-valued measure on non-Archimedean field extensions of $\mathbb{R}$ ⋮ On the Boltzmann equation in unbounded space far from equilibrium, and the limit of zero mean free path ⋮ Previsible sets for hyperfinite filtrations ⋮ A general Fatou lemma ⋮ Lifting Lévy processes to hyperfinite random walks ⋮ Perfect competition in asymmetric information economies: compatibility of efficiency and incentives ⋮ A finite intersection property and the Loeb measurability of ultrafilters on hyperfinite sets ⋮ Orthogonal decomposition of the Gaussian measure ⋮ Nonstandard integration theory in topological vector lattices ⋮ From binomial expectations to the Black-Scholes formula: The main ideas ⋮ Computation of the kernels of Lévy functionals and applications ⋮ Conditional expectation of Banach valued correspondences and economic applications ⋮ Discretisations of higher order and the theorems of Faà di Bruno and DeMoivre-Laplace ⋮ Elementary numerosity and measures ⋮ Infinitesimal analysis without the axiom of choice ⋮ Combinatorial independence and sofic entropy ⋮ Near equivalence on metric spaces and a nonstandard central limit theorem ⋮ Simple nonstandard proofs of Daniell-Kolmogorov-type theorems ⋮ Representing measures in potential theory and an ideal boundary ⋮ Nonstandard analysis of global attractors ⋮ Applications of nonstandard analysis to spin models ⋮ On the converse law of large numbers ⋮ A note on special cases derived from Nelson's martingale central limit theorem ⋮ The necessity of nowhere equivalence ⋮ Exact arbitrage, well-diversified portfolios and asset pricing in large markets. ⋮ An intuitive approach to the Martin boundary ⋮ The inverse conjecture for the Gowers norm over finite fields in low characteristic ⋮ Non-Archimedean probability ⋮ Large-$ N$ limits of spaces and structures ⋮ On the independence of correspondences ⋮ The one-way Fubini property and conditional independence: an equivalence result ⋮ A measure-theoretic approach to the theory of dense hypergraphs ⋮ Grid functions of nonstandard analysis in the theory of distributions and in partial differential equations ⋮ Saturation and the integration of Banach valued correspondences ⋮ A simple proof of the ergodic theorem using nonstandard analysis ⋮ Set-valued functions, Lebesgue extensions and saturated probability spaces ⋮ Nonstandard methods in measure theory ⋮ First steps towards an equilibrium theory for Lévy financial markets ⋮ Multiple recurrence in quasirandom groups ⋮ From discrete to continuous time ⋮ The consistency of probabilistic regresses: some implications for epistemological infinitism ⋮ Every Borel function is monotone Borel

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