STOCHASTIC PROCESSES ON THE BASIS OF NEW MEASURE THEORY

Abstract. The present article describes the reformulation of certain basic structures, first in measure and integration as in the previous work of the author, and on this basis then in stochastic processes. Both times the aim is to overcome certain well-known substantial difficulties. In the present article the author wants to describe the reformulation of certain basic structures, first in measure and integration in his 1997 book [12] and in subsequent papers summarized in his survey articles [14][18], and on this basis then in stochastic processes [15][16][17]. The reasons wer