Loeb Measures in Practice: Ems Lectures, 1997 - Lecture Notes in Mathematics - Nigel J. Cutland - Libros - Springer-Verlag Berlin and Heidelberg Gm - 9783540413844 - 12 de diciembre de 2000
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Nigel J. Cutland
Loeb Measures in Practice: Ems Lectures, 1997 - Lecture Notes in Mathematics 2000 edition

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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.

250 pages, biography

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 12 de diciembre de 2000
ISBN13 9783540413844
Editores Springer-Verlag Berlin and Heidelberg Gm
Páginas 250
Dimensiones 156 × 234 × 7 mm   ·   195 g
Lengua Inglés  

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