Loeb Measures in Practice: Recent A - E-book

eBook

Loeb Measures In Practice: Recent Advances - ENG

Ems Lectures 1997

Nigel J. Cutland

eBook

$900.00

Disponible

Información adicional
Sinopsis

ISBN:	9783540445319
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Lógica
Año de publicación:	2004-10-11

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.

eBooks