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R. M. Anderson has developed a nonstandard approach to Itô integration in which the Itô integral is interpreted as an internal Riemann-Stieltjes sum. In this paper we extend this approach to integration with respect to semimartingales. Lifting and pushing down theorems are proved for local martingales, semimartingales and other right-continuous processes on a Loeb space.

Nonstandard construction of the stochastic integral and applications to stochastic differential equations. I