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Albeverio, S., Fenstad, J.E., Hoegh-Krohn, R. and Lindstrom, T. (1986) Nonstandard Methods in Stochastic Analysis and Mathematical Physics. Academic Press, Cambridge.

has been cited by the following article:

• TITLE: Extended Wiener Measure by Nonstandard Analysis for Financial Time Series

  AUTHORS: Shuya Kanagawa, Ryoukichi Nishiyama, Kiyoyuki Tchizawa

  KEYWORDS: Time Series, Black-Sholes Model, S-Continuity, Nonstandard Analysis, Delta-Function

  JOURNAL NAME: Applied Mathematics, Vol.9 No.8, August 30, 2018

  ABSTRACT: We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series.