Hyperdefinite stochastic integration I: The nonstandard theory.
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Publication:3862809
DOI10.7146/math.scand.a-11868zbMath0427.60057MaRDI QIDQ3862809
Publication date: 1980
Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/166706
stochastic integrals; Ito's formula; Doob-Meyer decomposition of hyperfinite processes; nonstandard martingales
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
03H10: Other applications of nonstandard models (economics, physics, etc.)
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