Addendum to “A definable nonstandard enlargement”
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Publication:3545219
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Cited in
(6)- First steps towards an equilibrium theory for Lévy financial markets
- Hyperfinite stochastic integration for Lévy processes with finite-variation jump part
- A definable nonstandard enlargement
- The consistency of probabilistic regresses: some implications for epistemological infinitism
- A graded Bayesian coherence notion
- Aggregating infinitely many probability measures
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