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Loeb Measures in Practice: Recent Advances: EMS Lectures 1997 (Lecture Notes in Mathematics, 1751, Band 1751) - Softcover

Cutland, Nigel J.

 
9783540413844: Loeb Measures in Practice: Recent Advances: EMS Lectures 1997 (Lecture Notes in Mathematics, 1751, Band 1751)
Softcover
ISBN 10: 3540413847 ISBN 13: 9783540413844
Verlag: Springer, 2008

Inhaltsangabe

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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Über die Autorin bzw. den Autor

¿Nigel J. Cutland is Professor of Mathematics at the University of York, UK.

Alet Roux also teaches at the University of York, UK, where she is Chair of the Board of Examiners and a member of the Mathematical Finance and Stochastic Analysis Research Group.

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Verlag
Springer
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
3540413847
ISBN 13 
9783540413844
Einband
Taschenbuch
Anzahl der Seiten
132
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