Hyperdefinite stochastic integration I: The nonstandard theory.

DOI10.7146/math.scand.a-11868zbMath0427.60057OpenAlexW2288438806MaRDI QIDQ3862809

Tom Lindstrøm

Publication date: 1980

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166706

zbMATH Keywords

stochastic integralsIto's formulaDoob-Meyer decomposition of hyperfinite processesnonstandard martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Related Items (8)

Previsible sets for hyperfinite filtrations ⋮ Computation of the kernels of Lévy functionals and applications ⋮ Hyperfinite construction of G-expectation ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ On the continuity of pathwise solutions to Langevin equations in infinite dimensions ⋮ Hyperfinite stochastic integration for Lévy processes with finite-variation jump part ⋮ Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets ⋮ A mathematical flat integral realization and a large deviation result for the free Euclidean field

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