Loeb Measures in Practice: Ems Lectures, 1997 - Lecture Notes in Mathematics - Nigel J. Cutland - Knjige - Springer-Verlag Berlin and Heidelberg Gm - 9783540413844 - 12. decembra 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

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 12. decembra 2000
ISBN13 9783540413844
Založniki Springer-Verlag Berlin and Heidelberg Gm
Strani 250
Dimenzije 156 × 234 × 7 mm   ·   195 g
Jezik Angleščina  

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