Hyperdefinite stochastic integration II: Comparision with the standard theory.

DOI10.7146/math.scand.a-11869zbMath0427.60058OpenAlexW2537629629MaRDI QIDQ3862810

Tom Lindstrøm

Publication date: 1980

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166707

zbMATH Keywords

stochastic integrationhyperfinite martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Related Items (3)

First steps towards an equilibrium theory for Lévy financial markets ⋮ Hyperfinite stochastic integration for Lévy processes with finite-variation jump part ⋮ Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets

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