Previsible sets for hyperfinite filtrations

DOI10.1007/BF00339935zbMath0609.03023MaRDI QIDQ1086561

Keith Stroyan

Publication date: 1986

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

zbMATH Keywords

analytic setsnonstandard analysisstandard part mapgeneral theory of stochastic processesKeisler's special hyperfinite filtrationpredictability propertiesprevisibilityprevisible processesprevisible sets

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Related Items (1)

Stopped hyperfinite filtrations

Cites Work

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• Foundations of infinitesimal stochastic analysis
• A non-standard representation for Brownian motion and Ito integration
• Nonstandard Measure Theory and its Applications
• An infinitesimal approach to stochastic analysis
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Hyperdefinite stochastic integration I: The nonstandard theory.
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Analytic Sets, Baire Sets and the Standard Part Map
• Non-standard analysis

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