Nonstandard Measure Theory and its Applications

DOI10.1112/blms/15.6.529zbMath0529.28009OpenAlexW2033781291MaRDI QIDQ3310862

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

zbMATH Keywords

Brownian motionstochastic processesstochastic differential equationsWiener measurecontrol theorystochastic integrationrandom walkPoisson processnonstandard measure theorymathematical economicsIto integralLoeb measuresLoeb spacesinfinite particle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Mathematical economics (91B99) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard functional analysis (46S20) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02) Classical measure theory (28A99) Nonstandard analysis (26E35) Other applications of nonstandard models (economics, physics, etc.) (03H10)

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