Geodesic
Martingales in hyperfinite universum
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 2 (2009), pp. 55-66

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In article the approach to the theory of the martingales from positions of the non-standard analysis is considered. Definitions are entered and some important results of this theory with proofs are resulted, the part of the stated material belongs to the author. The applications of martingales are resulted in the theory of stochastic integration.
Keywords: Hyperfinite probability space, stochastic process, nonanticipating stochastic process, stochastic integral.
Mots-clés : internal filtration, martingale 
@article{VTGU_2009_2_a6,
     author = {E. A. Pchelintsev},
     title = {Martingales in hyperfinite universum},
     journal = {Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika},
     pages = {55--66},
     publisher = {mathdoc},
     number = {2},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTGU_2009_2_a6/}
}
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E. A. Pchelintsev. Martingales in hyperfinite universum. Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 2 (2009), pp. 55-66. http://geodesic.mathdoc.fr/item/VTGU_2009_2_a6/