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 AM  Vol.9 No.8 , August 2018
Extended Wiener Measure by Nonstandard Analysis for Financial Time Series
Abstract:
We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series.
Cite this paper: Kanagawa, S. , Nishiyama, R. and Tchizawa, K. (2018) Extended Wiener Measure by Nonstandard Analysis for Financial Time Series. Applied Mathematics, 9, 975-984. doi: 10.4236/am.2018.98066.
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