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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
Vazba: Brožovaná
Vydavatel: Springer, Berlin
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
803 Kč
This expanded version of the 1997 European Mathematical Society Lectures given by the author in Hels...

Informace o knize

Autor
Nigel J. Cutland
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2000
Stránek
118
EAN
9783540413844
ISBN
3540413847
Enbook ID
01563177
Vydavatel
Springer, Berlin
Hmotnost
230
Rozměry
157 x 233 x 7

Kompletní 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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