scientific article; zbMATH DE number 3846593

zbMATH Open0533.60064MaRDI QIDQ3316319FDOQ3316319

Authors: Tom Lindstrøm 

Publication date: 1983

Title of this publication is not available (Why is that?)

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zbMATH Keywords

non standard analysishyperfinite random walks

Mathematics Subject Classification ID

Brownian motion (60J65) Generalizations of martingales (60G48) Stochastic integrals (60H05) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Cited In (10)

• On the continuity of pathwise solutions to Langevin equations in infinite dimensions
• Random linear functionals arising in stochastic integration
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• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Hyperfinite Lévy Processes
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis
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• Stochastic Navier-Stokes equations
• Hyperfinite stochastic integration for Lévy processes with finite-variation jump part
• On the regularity of stochastic difference equations in hyperfinite-dimensional vector spaces and applications to -valued stochastic differential equations

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