A non-standard representation for Brownian Motion and Itô integration
- 1 March 1976
- journal article
- Published by Springer Nature in Israel Journal of Mathematics
- Vol. 25 (1), 15-46
- https://doi.org/10.1007/bf02756559
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- A nonstandard representation for Brownian motion and Itô integrationBulletin of the American Mathematical Society, 1976
- 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
- STOCHASTIC INTEGRALS AND DIFFERENTIALSPublished by Elsevier ,1969
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951