Hyperdefinite stochastic integration I: The nonstandard theory.

Tom L. Lindström

Mathematica Scandinavica (1980)

  • Volume: 46, page 265-292
  • ISSN: 0025-5521; 1903-1807/e

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Lindström, Tom L.. "Hyperdefinite stochastic integration I: The nonstandard theory.." Mathematica Scandinavica 46 (1980): 265-292. <http://eudml.org/doc/166706>.

@article{Lindström1980,
author = {Lindström, Tom L.},
journal = {Mathematica Scandinavica},
keywords = {nonstandard martingales; stochastic integrals; Ito's formula; Doob-Meyer decomposition of hyperfinite processes},
pages = {265-292},
title = {Hyperdefinite stochastic integration I: The nonstandard theory.},
url = {http://eudml.org/doc/166706},
volume = {46},
year = {1980},
}

TY - JOUR
AU - Lindström, Tom L.
TI - Hyperdefinite stochastic integration I: The nonstandard theory.
JO - Mathematica Scandinavica
PY - 1980
VL - 46
SP - 265
EP - 292
KW - nonstandard martingales; stochastic integrals; Ito's formula; Doob-Meyer decomposition of hyperfinite processes
UR - http://eudml.org/doc/166706
ER -

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