A characterization of nonstandard liftings of measurable functions and stochastic processes

DOI10.1007/BF02761681zbMath0504.60003MaRDI QIDQ1836208

Hermann Rodenhausen

Publication date: 1982

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Loeb spacescharacterizations of liftingsnonstandard stochastic analysis

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Sample path properties (60G17) Probabilistic measure theory (60A10) Nonstandard models in mathematics (03H05) Foundations of stochastic processes (60G05)

Related Items (4)

A completeness proof for adapted probability logic ⋮ Hyperfinite models of adapted probability logic ⋮ Nonstandard conditions for the global Markov property for lattice fields ⋮ A nonstandard construction of Lévy Brownian motion

Cites Work

• A non-standard representation for Brownian motion and Ito integration
• An infinitesimal approach to stochastic analysis
• Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
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