Nonlinear stochastic integrals for hyperfinite Lévy processes

DOI10.1007/s11813-007-0004-7zbMath1156.60035OpenAlexW2041560044MaRDI QIDQ1000867

Tom Lindstrøm

Publication date: 11 February 2009

Published in: Logic and Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10580

zbMATH Keywords

Lévy processesnonstandard analysisstochastic integralsminimal martingale measureshyperfinite Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)

Related Items (4)

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 ⋮ Elementary stochastic calculus for finance with infinitesimals

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