Hyperfinite Lévy Processes

DOI10.1080/10451120412331315797MaRDI QIDQ4659571zbMATH OpenOpenAlexFDO

Authors 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

hyperfinite random walksLévy processesLévy-Khinchin formulasMalliavin calculusnonstandard analysis

Mathematics Subject Classification ID

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

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Cited in

(23)

• Nonlinear stochastic integrals for hyperfinite Lévy processes
• A smooth approach to Malliavin calculus for Lévy processes
• On anticipative Girsanov transformations for Lévy processes
• A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
• Lifting Lévy processes to hyperfinite random walks
• A discrete-time Clark-Ocone formula for Poisson functionals
• Malliavin calculus for product measures on ℝ^ℕ based on chaos
• A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets
• Computation of the kernels of Lévy functionals and applications
• Lévy processes on a first order model
• Finite variation of fractional Lévy processes
• scientific article; zbMATH DE number 1080420 (Why is no real title available?)
• First steps towards an equilibrium theory for Lévy financial markets
• Double hypergeometric Lévy processes and self-similarity
• Loeb extension and Loeb equivalence
• From probability measures to each Lévy triplet and back
• Corrigendum and addendum to `Hyperfinite Lévy processes' by Tom Lindstrøm
• Finitely polynomially determined Lévy processes
• Direct hyperfinite representations of finitely additive probabilities
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis
• Nonstandard representation of the Dirichlet form and application to the comparison theorem
• A nonstandard Lévy-Khintchine formula and Lévy processes
• Hyperfinite stochastic integration for Lévy processes with finite-variation jump part

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