Abraham Robinson's theory of nonstandard analysis has been applied in a number of fields.
[citation needed][1] The model-theoretical approach of nonstandard analysis together with Loeb measure theory allows one to define Brownian motion as a hyperfinite random walk, obviating the need for cumbersome measure-theoretic developments.
[citation needed][2] Jerome Keisler used this classical approach of nonstandard analysis to characterize general stochastic processes as hyperfinite ones.
An article by Michèle Artigue[4] concerns the teaching of analysis.
She writes: Artigue continues specifically with reference to the calculus textbook: