Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I

DOI10.2307/1999003zbMath0533.60063MaRDI QIDQ3316318

Publication date: 1983

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1999003

zbMATH Keywords

Loeb space; non-standard analysis; weak existence of solutions

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

60H20: Stochastic integral equations

03H10: Other applications of nonstandard models (economics, physics, etc.)

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