1
vote
1answer
100 views

Nonstandard definition for the generator of a standard Ito diffusion

For a standard Brownian motion, the generator of the diffusion is $$ L = \frac12 \frac{d^2}{dx^2}. $$ Is there a nonstandard definition of this generator?
5
votes
0answers
141 views

Constructing black noise with non-standard analysis

With noise in the sense of i.i.d. random sequence, a noise is black if it is not isomorphic to standard Gaussian white noise. Tsirelson showed the existence of black noise through the scaling limit ...