Hyperfinite Lévy Processes

DOI10.1080/10451120412331315797zbMath1063.60072OpenAlexW2127607114MaRDI QIDQ4659571

Tom Lindstrøm

Publication date: 21 March 2005

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: http://urn.nb.no/URN:NBN:no-23665

zbMATH Keywords

Lévy processesMalliavin calculusnonstandard analysishyperfinite random walksLévy-Khinchin formulas

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Nonstandard measure theory (28E05)

Related Items (17)

Lifting Lévy processes to hyperfinite random walks ⋮ Computation of the kernels of Lévy functionals and applications ⋮ Direct hyperfinite representations of finitely additive probabilities ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ A nonstandard Lévy-Khintchine formula and Lévy processes ⋮ First steps towards an equilibrium theory for Lévy financial markets ⋮ Lévy processes on a first order model ⋮ Hyperfinite stochastic integration for Lévy processes with finite-variation jump part ⋮ Corrigendum and addendum to ‘hyperfinite Lévy processes’ by Tom Lindstrøm (Stochastics 76(6):517–548, 2004) ⋮ Nonlinear stochastic integrals for hyperfinite Lévy processes ⋮ Malliavin calculus for product measures on ℝ^ℕ based on chaos ⋮ A discrete-time Clark-Ocone formula for Poisson functionals ⋮ A smooth approach to Malliavin calculus for Lévy processes ⋮ On anticipative Girsanov transformations for Lévy processes ⋮ Loeb extension and Loeb equivalence ⋮ A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets ⋮ From Probability Measures to Each Lévy Triplet and Back

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