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    Loeb Measures in Practice: Recent Advances

Loeb Measures in Practice: Recent Advances

Nigel J. Cutland
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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.
      Format: Paperback / softback CONTRIBUTORS: Nigel J. Cutland EAN: 9783540413844 COUNTRY: Germany PAGES: WEIGHT: 454 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 2000-12-12 CITY: GENRE: MATHEMATICS / Applied, MATHEMATICS / Logic, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Mathematical foundations, Mathematical logic, Real analysis, real variables, Probability and statistics, Applied mathematics, Stochastics

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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.
      Format: Paperback / softback CONTRIBUTORS: Nigel J. Cutland EAN: 9783540413844 COUNTRY: Germany PAGES: WEIGHT: 454 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 2000-12-12 CITY: GENRE: MATHEMATICS / Applied, MATHEMATICS / Logic, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Mathematical foundations, Mathematical logic, Real analysis, real variables, Probability and statistics, Applied mathematics, Stochastics

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      Be the first to write a review
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