Loeb Measures in Practice : Recent Advances
Cutland, Nigel
ISBN 10: 3540413847 ISBN 13: 9783540413844
Verlag: Springer, 2000
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Beschreibung
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Unread book in perfect condition. Bestandsnummer des Verkäufers 980594
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.
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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Bibliografische Details
Titel: Loeb Measures in Practice : Recent Advances
Verlag: Springer
Erscheinungsdatum: 2000
Einband: Softcover
Zustand: As New