Nonlinear stochastic integrals for hyperfinite Lévy processes-Reference-Cited by-同舟云学术

Nonlinear stochastic integrals for hyperfinite Lévy processes

Published:2008-02-18 Issue:2 Volume:1 Page:91-129
ISSN:1863-3617
Container-title:Logic and Analysis
language:en
Short-container-title:Log Anal

Author:

Lindstrøm Tom

Publisher

Springer Science and Business Media LLC

Subject

Management of Technology and Innovation

Link

http://link.springer.com/content/pdf/10.1007/s11813-007-0004-7.pdf

Reference23 articles.

1. Albeverio S, Fenstad JE, Høegh-Krohn R and Lindstrøm T (1986). Nonstandard methods in stochastic analysis and mathematical physics. Academic, New York

2. Albeverio S and Herzberg FS (2006). Lifting Lévy processes to hyperfinite random walks. Bull Sci Math 130: 697–706

3. Albeverio S and Herzberg FS (2006). A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets. Stochastics 78: 301–325

4. Applebaum D (2004). Lévy processes and stochastic calculus. Cambridge University Press, New York

5. Chan T (1999). Pricing contingent claims on stocks driven by Lévy processes. Ann Appl Probab 9: 504–528

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