Two hyperfinite constructions of the brownian bridge

DOI10.1080/07362998908809168zbMath0667.60079OpenAlexW2025535014MaRDI QIDQ3819805

G. R. Mendieta

Publication date: 1989

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/4709

zbMATH Keywords

empirical processesDonsker's invariance principleBrownian bridge processInfinitesimal analysis

Mathematics Subject Classification ID

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

Related Items (1)

Two hyperfinite constructions of the brownian bridge

Cites Work

• Foundations of infinitesimal stochastic analysis
• A non-standard representation for Brownian motion and Ito integration
• On stochastic processes whose trajectories have no discontinuities of the second kind
• Two hyperfinite constructions of the brownian bridge
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
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