Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.

DOI10.7146/MATH.SCAND.A-11870zbMATH Open0427.60059OpenAlexW2264000371MaRDI QIDQ3862811FDOQ3862811

Tom Lindstrøm

Publication date: 1980

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

Full work available at URL: https://eudml.org/doc/166708

zbMATH Keywords

stochastic integrationIto's formula

Mathematics Subject Classification ID

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

Cited In (5)

• Simplified existence for solutions to stochastic differential equations
• Hyperfinite stochastic integration for Lévy processes with finite-variation jump part
• Star-Finite Representations of Measure Spaces
• Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
• A characterization of nonstandard liftings of measurable functions and stochastic processes

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