A Nonstandard Lévy-Khintchine Formula and Lévy Processes

作     者：Siu Ah NG 

作者机构：School of Mathematical Sciences University of KwaZulu-Natal Pietermaritzburg 3209 South Africa 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2008年第24卷第2期

页      面：241-252页

核心收录：

学科分类：01[哲学] 0101[哲学-哲学] 010104[哲学-逻辑学] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：Work completed at BiBoS Universitat Bielefeld in 2004 with support from Norway-SA Grant 2067063 

主　　题：Levy processes Levy-Khintchine formula nonstandard analysis infinitesimal hyperfinite 

摘      要：We use methods from nonstandard analysis to obtain a short and simple derivation of the Levy-Khintchine formula via an explicit construction of certain laws of the infinitesimal increments. Consequently, any arbitrary Levy process is representable as the standard part of a hyperfinite sum of infinitesimal increments.