Abstract
A nonstandard construction of Levy Brownian motion on ℝd is presented, which extends R.M. Anderson's nonstandard representation of Brownian motion. It involves a nonstandard construction of white noise and gives as a classical corollary a new white noise integral representation of Levy Brownian motion. Moreover, a new invariance principle can be deduced in a similar way as Donsker's invariance principles follows from Anderson's construction.
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