Geodesic
Hyperdefinite stochastic integration I: The nonstandard theory.
Mathematica Scandinavica, Tome 46 (1980), pp. 265-292.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : nonstandard martingales, stochastic integrals, Ito's formula, Doob-Meyer decomposition of hyperfinite processes 
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     author = {Tom L. Lindstr\"om},
     title = {Hyperdefinite stochastic integration {I:} {The} nonstandard theory.},
     journal = {Mathematica Scandinavica},
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     volume = {46},
     year = {1980},
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     url = {http://geodesic.mathdoc.fr/item/MS2_1980__46_166706/}
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Tom L. Lindström. Hyperdefinite stochastic integration I: The nonstandard theory.. Mathematica Scandinavica, Tome 46 (1980), pp. 265-292. http://geodesic.mathdoc.fr/item/MS2_1980__46_166706/