On the regularity of stochastic difference equations in hyperfinite-dimensional vector spaces and applications to -valued stochastic differential equations

DOI10.1017/S0308210500030134zbMath0819.60043OpenAlexW2087789861MaRDI QIDQ4328033

Jiang-Lun Wu

Publication date: 15 August 1995

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210500030134

zbMATH Keywords

nonstandard analysisstochastic analysishyperfinite representation of stochastic integralsregularity of hyperfinite stochastic difference equations

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Nonstandard models in mathematics (03H05)

Related Items (3)

Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces ⋮ Almost sure uniform convergence of stochastic processes in the dual of a nuclear space ⋮ On the continuity of pathwise solutions to Langevin equations in infinite dimensions

Cites Work

• Stochastic evolution equations driven by nuclear-space-valued martingales
• On nonlinear transformations of Gaussian measures
• Nonstandard Measure Theory and its Applications

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