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Kniha Loeb Measures in Practice: Recent Advances Nigel J. Cutland

Loeb Measures in Practice: Recent Advances

EMS Lectures 1997

Autor: Nigel J. Cutland
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Springer, Berlin
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
35.10 €
This expanded version of the 1997 European Mathematical Society Lectures given by the author in Hels...

Informácie o knihe

Autor
Nigel J. Cutland
Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2000
Stránok
118
EAN
9783540413844
ISBN
3540413847
Enbook ID
01563177
Vydavateľ
Springer, Berlin
Hmotnosť
230
Rozmery
157 x 233 x 7

Kompletný popis

This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ("Malliavin" calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed.

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