Hyperfinite Lévy Processes

DOI10.1080/10451120412331315797zbMath1063.60072OpenAlexW2127607114MaRDI QIDQ4659571

Tom Lindstrøm

Publication date: 21 March 2005

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: http://urn.nb.no/URN:NBN:no-23665

zbMATH Keywords

Lévy processesMalliavin calculusnonstandard analysishyperfinite random walksLévy-Khinchin formulas

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Nonstandard measure theory (28E05)

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