A nonstandard Lévy-Khintchine formula and Lévy processes

DOI10.1007/s10114-007-1024-7zbMath1139.60319OpenAlexW2142653529MaRDI QIDQ925950

Siu-Ah Ng

Publication date: 26 May 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-1024-7

zbMATH Keywords

Lévy processesnonstandard analysisinfinitesimalLévy-Khintchine formulahyperfinite

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Monotone operators and generalizations (47H05) Nonstandard models in mathematics (03H05)

Related Items (3)

The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ First steps towards an equilibrium theory for Lévy financial markets ⋮ Hyperfinite stochastic integration for Lévy processes with finite-variation jump part

Cites Work

• White noise analysis for Lévy processes.
• Malliavin calculus in abstract Wiener space using infinitesimals
• Infinitesimals in Action
• Markov Processes from K. Ito's Perspective (AM-155)
• Hyperfinite Lévy Processes
• On the Hausdorff dimension of the inverse image of a compact set under a levy process
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A nonstandard Lévy-Khintchine formula and Lévy processes