A Simple Proof of a Martingale Representation Theorem Using Nonstandard Analysis
Tristram de Piro
TL;DR
This paper presents a straightforward proof of the Martingale Representation Theorem leveraging nonstandard analysis techniques, offering an alternative approach to classical proofs.
Contribution
It introduces a novel proof method for the Martingale Representation Theorem using nonstandard analysis, simplifying the existing proof structure.
Findings
Proof of the Martingale Representation Theorem using nonstandard analysis
Simplification of the classical proof approach
Potential for broader application of nonstandard analysis in probability theory
Abstract
We give a proof of a Martingale Representation Theorem using the methods of nonstandard analysis.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsMathematical and Theoretical Analysis · History and Theory of Mathematics · Functional Equations Stability Results