A non-standard representation for Brownian Motion and Itô integration

Stochastic integral

Kiyosi Itô · Proceedings of the Japan Academy Series A Mathematical Sciences · 1944 · 529 citations · Full text

Engineering, Mathematics, Dynamical Systems +11

Conversion from nonstandard to standard measure spaces and applications in probability theory

Peter A. Loeb · Transactions of the American Mathematical Society · 1975 · 389 citations

Natural Sciences, Mathematics, Probability Theory +11

On a Formula Concerning Stochastic Differentials

Kiyosi Itô · Nagoya Mathematical Journal · 1951 · 365 citations · Full text

Engineering, Mathematics, Probability Theory +7

A nonstandard representation for Brownian motion and Itô integration

Robert M. Anderson · Bulletin of the American Mathematical Society · 1976 · 107 citations · Full text

Engineering, Mathematics, Probability Theory +12