Differentiability of Loeb measures

Eva Aigner
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Eva Aigner: Ludwig-Maximilians-Universität

Chapter 17 in The Strength of Nonstandard Analysis, 2007, pp 238-249 from Springer

Abstract: Abstract We introduce a general definition of S-differentiability of an internal measure and compare different special cases. It will be shown how S-differentiability of an internal measure yields differentiability of the associated Loeb measure. We give some examples.

Keywords: Convex Space; Borel Subset; Internal Measure; Differential Property; Malliavin Calculus (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-211-49905-4_17

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DOI: 10.1007/978-3-211-49905-4_17

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