| Lecturas Matemáticas |
|
Volumen 18
[2]
(1997)Páginas 131 - 149 Artículos Matemáticos |
Resumen.Se consideran algunas propiedades de los productos infinitos no absolutamente convergentes. Se incluyen varios ejemplos significativos que ilustran el alcance de los resultados.
Abstract. A nonstandard construction of Brownian motion is given and a lifting theorem for semi - martingales on Lie groups is proved. Nonstandard representations of stochastic exponential and logarithm are introduced in order to render easy the definition of G - martingales, wich on Lie groups correspond to -martingales on manifolds.
Palabras claves. Manifolds, Lie algebras and Lie groups, Brownian motion, martingales, internal martingales, S - continuity, stochastic processes, stochastic differential equations, liftings of stochastic processes and of martingales.