Abstract
The Loeb measure construction has been a powerful tool in proving existence theorems for stochastic differential equations. There are many strong existence theorems which depend on the richness of the adapted Loeb space and which cannot be proved by classical methods. See, for example, [1].
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Keisler, H.J. (1997). Stochastic Differential Equations with Extra Properties. In: Arkeryd, L.O., Cutland, N.J., Henson, C.W. (eds) Nonstandard Analysis. NATO ASI Series, vol 493. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5544-1_9
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DOI: https://doi.org/10.1007/978-94-011-5544-1_9
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