Loeb Measures in Practice: Recent Advances

EMS Lectures 1997

Paperback Engels 2000 2000e druk 9783540413844
€ 42,94
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Samenvatting

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.

Specificaties

ISBN13:9783540413844
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:118
Uitgever:Springer Berlin Heidelberg
Druk:2000

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Managementboek Top 100

€ 42,94
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Rubrieken

    Personen

      Trefwoorden

        Artikelen

          Loeb Measures in Practice: Recent Advances