A nonstandard construction of Lévy Brownian motion

DOI10.1007/BF01000208zbMath0562.60086MaRDI QIDQ1057004

Andreas Stoll

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Donsker's invariance principlenonstandard representation of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Related Items (6)

Hyperfinite methods applied to the critical branching diffusion ⋮ One dimensional stochastic partial differential equations and the branching measure diffusion ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ An action functional for Lévy Brownian motion ⋮ Loeb extension and Loeb equivalence ⋮ A mathematical flat integral realization and a large deviation result for the free Euclidean field

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• Brownian Motion with a Several-Dimensional Time

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