A nonstandard representation for Brownian motion and Itô integration

DOI10.1090/S0002-9904-1976-13976-6zbMath0327.60039OpenAlexW2111636042MaRDI QIDQ4092725

Robert M. Anderson

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1090/s0002-9904-1976-13976-6

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Nonstandard models (03H99)

Related Items (7)

On geometric ideas which lie at the foundation of quantum theory ⋮ Hyperfinite construction of G-expectation ⋮ A Note on Liftings of Linear Continuous Functionals ⋮ Ergodicity of Markov Processes via Nonstandard Analysis ⋮ A non-standard representation for Brownian motion and Ito integration ⋮ Random functions of Poisson type ⋮ Elementary stochastic calculus for finance with infinitesimals

Cites Work

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• Random evolutions: A survey of results and problems
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• On a Formula Concerning Stochastic Differentials
• Stochastic integral

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