Nonlinear stochastic integrals for hyperfinite Lévy processes

DOI10.1007/s11813-007-0004-7zbMath1156.60035MaRDI QIDQ1000867

Tom Lindstrøm

Publication date: 11 February 2009

Published in: Logic and Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10580

zbMATH Keywords

Lévy processes; nonstandard analysis; stochastic integrals; minimal martingale measures; hyperfinite Lévy processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H05: Stochastic integrals

03H05: Nonstandard models in mathematics

28E05: Nonstandard measure theory