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Benoit, E. (1995) Random Walks and stochastic Differential Equations. In: Diener, F.M., Ed., Nonstandard Analysis in Practice, Springer, Berlin, 71-90.
https://doi.org/10.1007/978-3-642-57758-1_4

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.