Loeb Measures in Practice: Recent Advances / Lecture Notes in Mathematics Bd.1751 (PDF)
EMS Lectures 1997
(Sprache: Englisch)
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...
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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.
Bibliographische Angaben
- Autor: Nigel J. Cutland
- 2004, 2000, 118 Seiten, Englisch
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540445315
- ISBN-13: 9783540445319
- Erscheinungsdatum: 11.10.2004
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Grösse: 2.39 MB
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Englisch
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