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Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I - MaRDI portal

Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I (Q3316318)

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Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
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    Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I (English)
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    1983
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    Loeb space
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    non-standard analysis
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    weak existence of solutions
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