An infinitesimal approach to stochastic analysis
From MaRDI portal
Publication:3311427
DOI10.1090/memo/0297zbMath0529.60062OpenAlexW1964095001MaRDI QIDQ3311427
Publication date: 1984
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/memo/0297
Loeb measurenon standard analysishyperfinite stochastic processeshypermartingalesLevy modulus of continuity
Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Nonstandard models in mathematics (03H05) Stochastic integral equations (60H20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Nonstandard analysis (26E35)
Related Items
Malliavin calculus in abstract Wiener space using infinitesimals, On the Clark Ocone formula for the abstract Wiener space, Hyperfinite models of adapted probability logic, Forcing in nonstandard analysis, Integration with filters, Previsible sets for hyperfinite filtrations, Approximate tâtonnement processes, Adapted Probability Distributions, A finite intersection property and the Loeb measurability of ultrafilters on hyperfinite sets, One dimensional stochastic partial differential equations and the branching measure diffusion, Rich and saturated adapted spaces, Discrete representation of generalized functions, Computation of the kernels of Lévy functionals and applications, End compactifications and general compactifications, On the Construction and Distribution of a Local Martingale with a Given Absolute Value, Nonstandard Analysis and Lattice Statistical Mechanics: A Variational Principle, Representing measures in potential theory and an ideal boundary, Independent random partial matching with general types, Mixing and double recurrence in probability groups, On the converse law of large numbers, Loeb extension and Loeb equivalence II, Direct hyperfinite representations of finitely additive probabilities, The allure of infinitesimals: Sergio Albeverio and nonstandard analysis, On Vervaat's sup vague topology, The one-way Fubini property and conditional independence: an equivalence result, From discrete to continuous time, Mixing and average mixing times for general Markov processes, The moment problem on the Wiener space, An analytic approach to sparse hypergraphs: hypergraph removal, Finitely-additive, countably-additive and internal probability measures, Radon-Nikodym theorem in signed Loeb space, A Note on Liftings of Linear Continuous Functionals, Ergodicity of Markov Processes via Nonstandard Analysis, Stochastic Navier-Stokes equations, On the existence of solutions to stochastic differential equations on Loeb spaces, On the continuity of pathwise solutions to Langevin equations in infinite dimensions, Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets, A Law of Large Numbers for Fast Price Adjustment, Global existence and validity for the BBGKY hierarchy, Stopped hyperfinite filtrations, Lifting Theorems in Nonstandard Measure Theory, Nonstandard Topology on Function Spaces with Applications to Hyperspaces, Why saturated probability spaces are necessary, A smooth approach to Malliavin calculus for Lévy processes, On anticipative Girsanov transformations for Lévy processes, Loeb extension and Loeb equivalence, Weak invariance principles for local time, A characterization of nonstandard liftings of measurable functions and stochastic processes, Ultrafilters which extend measures, A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN, Probability logic with conditional expectation, From Probability Measures to Each Lévy Triplet and Back, Loeb-measurable solutions to *finite games, Random relaxed controls and partially observed stochastic systems, Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces, Elementary stochastic calculus for finance with infinitesimals, Infinitesimal methods in control theory: deterministic and stochastic, Applied model theory and metamathematics. An Abraham Robinson memorial problem list
