Radon-Nikodym theorem in signed Loeb space

DOI10.1007/S11859-010-0105-0zbMath1240.03058OpenAlexW2167879903MaRDI QIDQ3017373

Yanwei Shi, Chunhui Ma, Sheng-Gang Li

Publication date: 19 July 2011

Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11859-010-0105-0

zbMATH Keywords

absolute continuityRadon-Nikodym theoremLoeb spacesigned Loeb measure

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)

Cites Work

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• Loeb measure, finitely additive measures, and a theorem of Banach
• A non-standard representation for Brownian motion and Ito integration
• Optimisation of measures on a hyperfinite adapted probability space
• Hyperfinite dimensional representations of spaces and algebras of measures
• Nonstandard Measure Theory and its Applications
• An infinitesimal approach to stochastic analysis
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• A nonstandard representation of measurable spaces and 𝐿_{∞}

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