Nonstandard Measure Theory and its Applications
DOI10.1112/BLMS/15.6.529zbMATH Open0529.28009OpenAlexW2033781291MaRDI QIDQ3310862FDOQ3310862
Authors: Nigel J. Cutland
Publication date: 1983
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/blms/15.6.529
random walkstochastic processesBrownian motionPoisson processcontrol theorystochastic differential equationsWiener measuremathematical economicsstochastic integrationIto integralnonstandard measure theoryLoeb measuresLoeb spacesinfinite particle
Classical measure theory (28A99) Brownian motion (60J65) Mathematical economics (91B99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02) Nonstandard functional analysis (46S20) Nonstandard analysis (26E35) Other applications of nonstandard models (economics, physics, etc.) (03H10)
Cited In (64)
- Previsible sets for hyperfinite filtrations
- Nonstandard conditions for the global Markov property for lattice fields
- Nonstandard analysis of global attractors
- A real-valued measure on non-Archimedean field extensions of \(\mathbb{R}\)
- An extension of the ventcel- freidlin large deviation principle
- Hyperfinite dimensional representations of spaces and algebras of measures
- Hyperfinite models of adapted probability logic
- Transfer theorems for \(\pi\)-monads
- Measures and forking
- Hyperfinite methods applied to the critical branching diffusion
- Lifting Theorems in Nonstandard Measure Theory
- The Brownian bridge as a flat integral
- Yet another short proof of the Riesz representation theorem
- A nonstandard proof of the Riesz representation theorem for weakly compact operators on C(Ω)
- Set theoretic properties of Loeb measure
- What does a conditional knowledge base entail?
- Nonstandard methods of completing quasi-uniform spaces
- Universal Loeb-Measurability of Sets and of the Standard Part Map with Applications
- Nonstandard foundations of equilibrium search models
- A hyperfinite flat integral for generalized random fields
- Hyperreal-valued probability measures approximating a real-valued measure
- Nonstandard analysis of ordered sets
- On quaternionic measures
- Non-Archimedean probability
- Selectionable distributions for a random set
- Loeb solutions of the Boltzmann equation
- A nonstandard characterization of realcompactness
- The compact support property for solutions to the heat equation with noise
- Random relaxed controls and partially observed stochastic systems
- Measures Invariant under Local Homeomorphisms
- A Space-Time Property of a Class of Measure-Valued Branching Diffusions
- Fair infinite lotteries
- An extension of the ventcel- freidlin large deviation principle
- Triangles in Cartesian Squares of Quasirandom Groups
- Regularity and inverse theorems for uniformity norms on compact abelian groups and nilmanifolds
- Nonstandard analysis and compact Abelian groups
- Coarse-grained spin density-functional theory: infinite-volume limit via the hyperfinite
- Stochastic Navier-Stokes equations
- Another ‘short’ proof of the Riesz representation theorem
- The connected components of the closed support of super Brownian motion
- A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
- Non-cooperative games on hyperfinite Loeb spaces
- An incompatibility result on non-Archimedean integration
- Infinitesimal methods in control theory: deterministic and stochastic
- A mathematical flat integral realization and a large deviation result for the free Euclidean field
- Probability logic with conditional expectation
- On the relation between elementary partial difference equations and partial differential equations
- Optimal controls for stochastic systems with singular noise
- On the construction of subinvariant weakly additive set-functions
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Super-Brownian motion: Path properties and hitting probabilities
- A nonstandard construction of Lévy Brownian motion
- An action functional for Lévy Brownian motion
- Radon-Nikodym theorem in signed Loeb space
- On the regularity of stochastic difference equations in hyperfinite-dimensional vector spaces and applications to -valued stochastic differential equations
- On homogeneous chaos
- Compact Measures Have Loeb Preimages
- Radon extension of cylindrical measures on weak dual multi-Hilbertian spaces and the generalized Bochner theorem
- Two special subgroups of the universal sofic group
- Title not available (Why is that?)
- Gordon's conjectures 1 and 2: Pontryagin-van Kampen duality in the hyperfinite setting
- Inner and Outer Banach‐valued Loeb‐measures
- Simplified existence for solutions to stochastic differential equations
- EUCLIDEAN NUMBERS AND NUMEROSITIES
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