3 papers
math.LO2025
Nonstandard Universes
Peter Ouwehand
These notes are concerned with the existence and the basic properties of the set-theoretic universes for nonstandard analysis, compiled by a beginner in the subject. It assumes a b…
math.PR2022
Enlargement of Filtrations -- A Primer
Peter Ouwehand
In stochastic analysis, the flow of information through time is typically modelled using a filtration. We introduce some of the basic ideas involving enlargements of filtration. He…
math.PR2015
The Levy-Ito Decomposition theorem
J. L. Bretagnolle, P. Ouwehand
This a free translation with additional explanations of {\em Processus à Accroissement Independants Chapitre I: La Décomposition de Paul Lévy}, by J.L. Bretagnolle, in {\em Ecole d…