An elementary approach to Stochastic Differential Equations using the infinitesimals

zbMath1232.03060arXiv0807.3477MaRDI QIDQ2998342

Stefano Galatolo, Vieri Benci, Marco Ghimenti

Publication date: 18 May 2011

Full work available at URL: https://arxiv.org/abs/0807.3477

zbMATH Keywords

Fokker-Planck equationstochastic differential equationsnonstandard analysisprocesses involving white noisestochastic grid equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonstandard analysis (26E35) Fokker-Planck equations (35Q84) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Related Items (6)

A New Extension of the Riemann Integral ⋮ The Caccioppoli ultrafunctions ⋮ Generalized functions beyond distributions ⋮ Ultrafunctions and applications ⋮ Fair infinite lotteries ⋮ Unnamed Item

This page was built for publication: An elementary approach to Stochastic Differential Equations using the infinitesimals