Hyperfinite stochastic integration for Lévy processes with finite-variation jump part
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Publication:977450
DOI10.1016/j.bulsci.2010.02.004zbMath1196.03085OpenAlexW2075561397WikidataQ57542991 ScholiaQ57542991MaRDI QIDQ977450
Publication date: 22 June 2010
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2010.02.004
Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)
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The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ First steps towards an equilibrium theory for Lévy financial markets
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