Foundations of infinitesimal stochastic analysis
zbMATH Open0624.60052MaRDI QIDQ578734FDOQ578734
Authors: José Manuel Bayod, Keith Stroyan 
Publication date: 1986
Published in: Studies in Logic and the Foundations of Mathematics (Search for Journal in Brave)
Recommendations
textbooknonstandard analysishyperfinite sumsinfinitesimal stochastic analysisnonstandard superstructure modelpath properties of processesproducts of hyperfinite measures
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05) Other applications of nonstandard models (economics, physics, etc.) (03H10)
Cited In (58)
- Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals
- Direct hyperfinite representations of finitely additive probabilities
- The allure of infinitesimals: Sergio Albeverio and nonstandard analysis
- Previsible sets for hyperfinite filtrations
- Foundations of fuzzy sets: A nonstandard approach
- Nonstandard methods in measure theory
- Internal approach to external sets and universes. III. Partially saturated universes
- Radically Elementary Probability Theory. (AM-117)
- Stopped hyperfinite filtrations
- Two hyperfinite constructions of the brownian bridge
- Near equivalence on metric spaces and a nonstandard central limit theorem
- Hyperfinite models of adapted probability logic
- Measures and forking
- U-Lusin sets in hyperfinite time lines
- U-monad topologies of hyperfinite time lines
- Lifting Theorems in Nonstandard Measure Theory
- A Nonstandard Approach to Option Pricing
- Title not available (Why is that?)
- The moment problem on the Wiener space
- Title not available (Why is that?)
- Internal approach to external sets and universes. I: Bounded set theory
- Meager sets on the hyperfinite time line
- Stochastic calculus with infinitesimals
- Cuts in hyperfinite time lines
- Martingale property of empirical processes
- Measures Invariant under Local Homeomorphisms
- Nonstandard methods in combinatorics and theoretical computer science
- Hyperfinite Lévy Processes
- Some results about Borel sets in descriptive set theory of hyperfinite sets
- From discrete to continuous time
- Title not available (Why is that?)
- Title not available (Why is that?)
- Forcing in nonstandard analysis
- CONSTRUCTING NONSTANDARD HULLS AND LOEB MEASURES IN INTERNAL SET THEORIES
- A Law of Large Numbers for Fast Price Adjustment
- On the theory of vector valued Loeb measures and integration
- Louveau's theorem for the descriptive set theory of internal sets
- Unions of Loeb nullsets
- The special model axiom in nonstandard analysis
- A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
- Non-cooperative games on hyperfinite Loeb spaces
- The structure of graphs all of whose Y-sections are internal sets
- Hyperfinite transversal theory. II
- Lifting Lévy processes to hyperfinite random walks
- First steps towards an equilibrium theory for Lévy financial markets
- Hyperfinite stochastic integration for Lévy processes with finite-variation jump part
- Probability logic with conditional expectation
- Infinitesimal analysis without the axiom of choice
- A finite intersection property and the Loeb measurability of ultrafilters on hyperfinite sets
- Π₁¹ sets of unbounded Loeb measure
- Optimisation of measures on a hyperfinite adapted probability space
- A nonstandard construction of Lévy Brownian motion
- Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
- On Vervaat's sup vague topology
- Internal approach to external sets and universes. II: External universes over the universe of bounded set theory
- Title not available (Why is that?)
- Adapted Probability Distributions
- Alpha-theory: An elementary axiomatics for nonstandard analysis
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