Addendum to "Hyperdefinite stochastic integration III".

DOI10.7146/math.scand.a-11871zbMath0444.60043OpenAlexW63720198MaRDI QIDQ3888253

Tom Lindstrøm

Publication date: 1980

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

Full work available at URL: https://eudml.org/doc/166709

zbMATH Keywords

nonstandard analysismeasure representations

Mathematics Subject Classification ID

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

Related Items (8)

On the Clark Ocone formula for the abstract Wiener space ⋮ A Note on Liftings of Linear Continuous Functionals ⋮ Hyperfinite stochastic integration for Lévy processes with finite-variation jump part ⋮ Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets ⋮ Nonlinear stochastic integrals for hyperfinite Lévy processes ⋮ Why saturated probability spaces are necessary ⋮ A smooth approach to Malliavin calculus for Lévy processes ⋮ From Probability Measures to Each Lévy Triplet and Back

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