| dc.contributor.author | Straum, Fride Josefine Emberland | |
| dc.date.accessioned | 2023-08-23T22:03:41Z | |
| dc.date.available | 2023-08-23T22:03:41Z | |
| dc.date.issued | 2023 | |
| dc.identifier.citation | Straum, Fride Josefine Emberland. Nonstandard Stochastic Analysis in Infinite Dimensions. Master thesis, University of Oslo, 2023 | |
| dc.identifier.uri | http://hdl.handle.net/10852/103828 | |
| dc.description.abstract | In this thesis, we define an infinite-dimensional stochastic integral $\int XdM$ where $M$ is a hyperfinite martingale. In order to make sense of this integral we have developed some new concepts in nonstandard functional analysis. We also introduce hyperfinite cylindrical processes and show that $\int XdM$ is cylindrical. | eng |
| dc.language.iso | eng | |
| dc.subject | | |
| dc.title | Nonstandard Stochastic Analysis in Infinite Dimensions | eng |
| dc.type | Master thesis | |
| dc.date.updated | 2023-08-24T22:01:11Z | |
| dc.creator.author | Straum, Fride Josefine Emberland | |
| dc.type.document | Masteroppgave | |