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Titlebook: Loeb Measures in Practice: Recent Advances; EMS Lectures 1997 Nigel J. Cutland Book 2000 Springer-Verlag Berlin Heidelberg 2000 Loeb measur

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書(shū)目名稱(chēng)Loeb Measures in Practice: Recent Advances
副標(biāo)題EMS Lectures 1997
編輯Nigel J. Cutland
視頻videohttp://file.papertrans.cn/588/587844/587844.mp4
概述Includes supplementary material:
叢書(shū)名稱(chēng)Lecture Notes in Mathematics
圖書(shū)封面Titlebook: Loeb Measures in Practice: Recent Advances; EMS Lectures 1997 Nigel J. Cutland Book 2000 Springer-Verlag Berlin Heidelberg 2000 Loeb measur
描述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.
出版日期Book 2000
關(guān)鍵詞Loeb measures; Nonstandard analysis; Stochastic Differential Equations; Stochastic calculus; calculus; ma
版次1
doihttps://doi.org/10.1007/b76881
isbn_softcover978-3-540-41384-4
isbn_ebook978-3-540-44531-9Series ISSN 0075-8434 Series E-ISSN 1617-9692
issn_series 0075-8434
copyrightSpringer-Verlag Berlin Heidelberg 2000
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0075-8434 egins 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 coll
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hods at our disposal. The large numbers allow significant statistical analysis. There are usually organised institutions and relatively codified beliefs. There are still many problems in analysis, but we can at least begin with these reasonably hard facts. In the case of a cultural group, the number
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Nigel J. Cutlandhods at our disposal. The large numbers allow significant statistical analysis. There are usually organised institutions and relatively codified beliefs. There are still many problems in analysis, but we can at least begin with these reasonably hard facts. In the case of a cultural group, the number
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Nigel J. Cutlandate of growth of the Japanese economy dropped to half the level recorded in the post-WwII high growth period. Nevertheless, the economy’s performance has been far better than that of other leading industrialized countries. Between 1980 and 1988, Japan’s average annual rate of growth of real GNP was
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