Lindstrom, Tom L. Hyperfinite stochastic integration. III: Hyperfinite representations of standard martingales. (English) Zbl 0427.60059 Math. Scand. 46, 315-331 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 Documents MSC: 60H05 Stochastic integrals 60G44 Martingales with continuous parameter 03H10 Other applications of nonstandard models (economics, physics, etc.) Keywords:stochastic integration; Ito’s formula Citations:Zbl 0435.60052; Zbl 0435.60053 PDFBibTeX XMLCite \textit{T. L. Lindstrom}, Math. Scand. 46, 315--331 (1980; Zbl 0427.60059) Full Text: DOI EuDML