Lifting Lévy processes to hyperfinite random walks

An internal lifting for an arbitrary measurable Lévy process is constructed. This lifting reflects our intuitive notion of a process which is the infinitesimal sum of its infinitesimal increments, those in turn being independent from and closely related to each other - for short, the process can be regarded as some kind of random walk (where the step size generically will vary). The proof uses the existence of càdlàg modifications of Lévy processes and certain features of hyperfinite adapted probability spaces, commonly known as the “model theory of stochastic processes”.