scientific article; zbMATH DE number 1163405

MaRDI QIDQ4394934zbMATH OpenFDO

Authors H. Jerome Keisler

Publication date 10 June 1999

zbMATH Keywords

adapted processliftings of stochastic processesLoeb measureLoeb spacemartingaleneocompact setneocontinuous functionnonstandard existence proofsolutions of a stochastic differential equation

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Generalized stochastic processes (60G20) Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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