Book Chapter
On pathwise uniqueness and expansion of filtrations
Martin T. Barlow and Edwin A. Perkins
Lecture Notes in Mathematics, 1990, Volume 1426, Séminaire de Probabilités XXIV 1988/89, Pages 194-209
Book Chapter
Completeness theorems for the general theory of stochastic processes
Sergio Fajardo
Lecture Notes in Mathematics, 1985, Volume 1130, Methods in Mathematical Logic, Pages 174-194
Book Chapter
Optimal controls for partially observed stochastic systems using nonstandard analysis
Nigel J. Cutland
Lecture Notes in Control and Information Sciences, 1982, Volume 43, Stochastic Differential Systems, Pages 276-284
Book Chapter
Stochastic integration in hyperfinite dimensional linear spaces
Tom L. Lindstrøm
Lecture Notes in Mathematics, 1983, Volume 983, Nonstandard Analysis-Recent Developments, Pages 134-161
Book Chapter
Appendix
Stochastic Modelling and Applied Probability, 1, Volume 58, Stochastic Ordinary and Stochastic Partial Differential Equations, Part V, Pages 335-429
Book Chapter
Stochastic methods and differential geometry
K. David Elworthy
Lecture Notes in Mathematics, 1981, Volume 901, Séminaire Bourbaki vol. 1980/81 Exposés 561–578, Pages 95-110
Book Chapter
The stochastic integral as a vector measure
Klaus Bichteler
Lecture Notes in Mathematics, 1980, Volume 794, Measure Theory Oberwolfach 1979, Pages 348-360
Book Chapter
A stochastic differential equation for Feller's one-dimensional diffusions
Jürgen Groh
Lecture Notes in Control and Information Sciences, 1982, Volume 43, Stochastic Differential Systems, Pages 94-101
Book Chapter
Applications of rich measure spaces formed from nonstandard models
Peter Loeb
2007, The Strength of Nonstandard Analysis, Part III, Pages 206-216
Journal Article
On the works of Kiyosi Itô and stochastic analysis
Masatoshi Fukushima
Japanese Journal of Mathematics, 2007, Volume 2, Number 1, Pages 45-53