Infinitesimals in Action

DOI10.1112/jlms/s2-35.2.202zbMath0586.28013OpenAlexW1997555141MaRDI QIDQ3712528

Nigel J. Cutland

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1112/jlms/s2-35.2.202

zbMATH Keywords

large deviationsnonstandard analysisCameron-Martin formulainfinitesimal analysisLoeb measuresflat integral formula for Wiener measure

Mathematics Subject Classification ID

Large deviations (60F10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Probability theory on linear topological spaces (60B11) Nonstandard measure theory (28E05) Nonstandard analysis (26E35)

Related Items (19)

Malliavin calculus in abstract Wiener space using infinitesimals ⋮ The Brownian bridge as a flat integral ⋮ On large deviations in Hilbert space ⋮ Computation of the kernels of Lévy functionals and applications ⋮ Pre‐Robinson approach to the theory of infinitesimals ⋮ A hyperfinite flat integral for generalized random fields ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ An action functional for Lévy Brownian motion ⋮ A nonstandard Lévy-Khintchine formula and Lévy processes ⋮ Optimal estimation of shell thickness in Cutland’s construction of Wiener measure ⋮ On the continuity of pathwise solutions to Langevin equations in infinite dimensions ⋮ A smooth approach to Malliavin calculus for Lévy processes ⋮ On anticipative Girsanov transformations for Lévy processes ⋮ An extension of the ventcel- freidlin large deviation principle ⋮ An extension of the ventcel- freidlin large deviation principle ⋮ A mathematical flat integral realization and a large deviation result for the free Euclidean field ⋮ From Probability Measures to Each Lévy Triplet and Back ⋮ Pseudorandom vector generation using elliptic curves and applications to Wiener processes ⋮ Statistical solutions of PDEs by nonstandard densities

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