Geodesic
Hyperdefinite stochastic integration I: The nonstandard theory.
Mathematica Scandinavica, Tome 46 (1980), pp. 265-292 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : nonstandard martingales, stochastic integrals, Ito's formula, Doob-Meyer decomposition of hyperfinite processes 
@article{MS2_1980__46_166706,
     author = {Tom L. Lindstr\"om},
     title = {Hyperdefinite stochastic integration {I:} {The} nonstandard theory.},
     journal = {Mathematica Scandinavica},
     pages = {265--292},
     year = {1980},
     volume = {46},
     zbl = {0427.60057},
     url = {http://geodesic.mathdoc.fr/item/MS2_1980__46_166706/}
}
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%J Mathematica Scandinavica
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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/