A nonstandard representation for Brownian motion and Itô integration
Open Access
- 1 January 1976
- journal article
- Published by American Mathematical Society (AMS) in Bulletin of the American Mathematical Society
- Vol. 82 (1) , 99-101
- https://doi.org/10.1090/s0002-9904-1976-13976-6
Abstract
References [Enhancements On Off] (What's this?)Keywords
This publication has 4 references indexed in Scilit:
- Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability TheoryTransactions of the American Mathematical Society, 1975
- Stochastic differentials and quasi-standard random variablesPublished by Springer Nature ,1975
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951
- Stochastic integralProceedings of the Japan Academy, Series A, Mathematical Sciences, 1944