An infinitesimal approach to stochastic analysis. (English) Zbl 0529.60062

Mem. Am. Math. Soc. 297, 184 p. (1984).


60H20 Stochastic integral equations
03H05 Nonstandard models in mathematics
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60J60 Diffusion processes
26E35 Nonstandard analysis
60J27 Continuous-time Markov processes on discrete state spaces
60J65 Brownian motion
60G44 Martingales with continuous parameter
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