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Stochastic processes and nonstandard analysis. (English) Zbl 0526.60028

Nonstandard analysis, recent developments, Lect. Notes Math. 983, 162-185 (1983).

MSC:

60G07 General theory of stochastic processes
03H10 Other applications of nonstandard models (economics, physics, etc.)
60H05 Stochastic integrals
60J65 Brownian motion