A Nonstandard Lévy-Khintchine Formula and Lévy Processes  

作　　者：Siu Ah NG 

机构地区：[1]School of Mathematical Sciences, University of KwaZulu-Natal, Pietermaritzburg, 3209, South Africa

出　　处：《Acta Mathematica Sinica,English Series》2008年第2期241-252,共12页数学学报（英文版）

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

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.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.

关 键 词：Levy processes Levy-Khintchine formula nonstandard analysis INFINITESIMAL hyperfinite 

分 类 号：O141.41[理学—数学]