TY  - THES
AB  - This thesis consists of three self-contained essays and a concluding chapter. The summary of the main results of the essays is the following: First, we prove a Donsker result for the G-Brownian motion with finite state-space. 
In the second essay, we give an elementary and more intuitive introduction to nonstandard measure theory and we also provide an alternative construction of the renowned Loeb measure. Following, we develop the basic theory for the hyperfinite G-expectation.
DA  - 2015
KW  - Lifting
KW  - Nonstandard analysis
KW  - G-expectation
KW  - Volatility uncertainty
KW  - Nonstandard measure theory
KW  - Loeb measure
LA  - eng
PY  - 2015
TI  - Nonstandard analysis for G-Stochastic calculus
UR  - https://nbn-resolving.org/urn:nbn:de:hbz:361-27570317
Y2  - 2024-11-22T06:35:35
ER  -