Loeb Measures in Practice: Recent Advances

Nigel J. Cutland

ISBN 10: 3540413847 / ISBN 13: 9783540413844

Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg Dez 2000, 2000

Beschreibung

Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 132 pp. Englisch.

Bestandsnummer des Verkäufers 9783540413844

Bibliografische Details

• Titel: Loeb Measures in Practice: Recent Advances
• Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg Dez 2000
• Erscheinungsjahr: 2000
• Sprache: Englisch
• ISBN-10: 3540413847
• ISBN-13: 9783540413844
• Einband: Taschenbuch
• Zustand: Neu

Über diesen Titel

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.