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Seminar 217, Risk Management: Nonstandard Analysis and its Application to Markov ProcessesSeminar: Risk Seminar  September 18  11 a.m.12:30 p.m.  1011 Evans Hall Speaker: Haosui Duanmu, UC Berkeley Consortium for Data Analytics in Risk Nonstandard analysis, a powerful machinery derived from mathematical logic, has had many applications in probability theory as well as stochastic processes. Nonstandard analysis allows construction of a single object  a hyperfinite probability space  which satisfies all the first order logical properties of a finite probability space, but which can be simultaneously viewed as a measuretheoretical probability space via the Loeb construction. As a consequence, the hyperfinite/measure duality has proven to be particularly in porting discrete results into their continuous settings. 

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