Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.

DOI10.7146/MATH.SCAND.A-11870MaRDI QIDQ3862811zbMATH OpenOpenAlexFDO

Authors 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)

• A characterization of nonstandard liftings of measurable functions and stochastic processes
• Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
• 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

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