Stochastic Analysis Using Nonstandard Analysis

DOI

Bibliographic Information

Other Title
  • 超凖解析を用いた確率解析とその工学への応用について

Abstract

<p>Standing on a different view point from Anderson we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at time t obeys the normal distribution N(0,t) by showing the central limit theorem. The essential theory used in the proof is the extended convolution property in nonstandard analysis which is shown in K., Nishiyama and Tchizawa and K. and Tchizawa. </p>

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Details 詳細情報について

  • CRID
    1390005506404277504
  • NII Article ID
    130007980016
  • DOI
    10.24466/pacbfsa.33.0_121
  • ISSN
    24242586
    13451510
  • Text Lang
    ja
  • Data Source
    • JaLC
    • CiNii Articles
  • Abstract License Flag
    Disallowed

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