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Loeb Measures in Practice: Recent Advances

Name: Loeb Measures in Practice: Recent Advances
Brand: Springer, Berlin
SKU: 01563177
Price: 38.13 EUR
Availability: InStock
Author: Nigel J. Cutland
ISBN: 9783540413844

EMS Lectures 1997

Nigel J. Cutland

Língua

Inglês

Livro Capa mole

Código Libristo: 01563177

Editoras Springer, Berlin, novembro 1999

This expanded version of the 1997 European Mathematical Society Lectures given by the author in Hels... Descrição completa

Código Libristo: 01563177

92 b

38.13 €

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Até 30 dias para devoluções

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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.