Measure Theory and Integration

Horst Osswald ()
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Horst Osswald: Mathematisches Institut der Universität München

Chapter Chapter 6 in Nonstandard Analysis for the Working Mathematician, 2015, pp 179-231 from Springer

Abstract: Abstract We present a systematic approach to measurable and integrable functions on Loeb measure spaces. The result serve as a basis for stochastic analysis, where we study processes with values even in infinite-dimensional spaces. These processes are defined on $$\Omega \times [0, \infty [$$ Ω × [ 0 , ∞ [ , where $$\Omega $$ Ω is a Loeb probability space.

Keywords: Loeb Measure; Loeb Space; Internal Martingale; Left Hand Limits; Hyperfinite Time Line (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-7327-0_6

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DOI: 10.1007/978-94-017-7327-0_6

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