Kniha momentálne nie je na sklade
Parametre
Viac o knihe
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.
Nákup knihy
Loeb measures in practice, Nigel Cutland
- Jazyk
- Rok vydania
- 2000
Akonáhle sa objaví, pošleme vám e-mail.
Doručenie
Platobné metódy
Navrhnúť zmenu
- Titul
- Loeb measures in practice
- Jazyk
- anglicky
- Autori
- Nigel Cutland
- Vydavateľ
- Springer
- Vydavateľ
- 2000
- ISBN10
- 3540413847
- ISBN13
- 9783540413844
- Kategórie
- Matematika
- Anotácia
- 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.